1. Conversion of the Sequential Filter into an Epoch State Filter Assume that we wish to computeusing the sequential instead of the batch algorithm Given a set of initial conditions: There is no obs at so we first do a measurement update. Compute:

2. Conversion of the Sequential Filter into an Epoch State Filter Compute the measurement update at Now do a time update to Substitute for

3. Conversion of the Sequential Filter into an Epoch State Filter We wish to write this in terms of. Multiplying by Use Hence If there is no obs at use and to obtain