The Extended Kalman Filter (EKF) algorithm for identification of a state space model is shown to be a sensible tool in estimating a Logistic Regression Model sequentially. A Gaussian probability density over the parameters of the Logistic model is propagated on a smaple by sample basis. Two other approaches, the Laplace Approximation and the Variational Approximation are compared with the state space formulation. Features of the latter approach, such as the possibility of inferring noise levels by maximising the 'innovation probability' are discussed. Experimental illustrations of these ideas on a synthetic and a real world problems are shown.
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