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Step 1:
Construct the
a priori
probability density
p
(
x
) for
the temperature distribution:
The integral must be unity.
d
p x x
( )d
T
T
p x x C x
D
D
1
( )
for
2
( ) 0 otherwise
p x
T
x
T
p x
D
D
D
5.2
2
C
D
1
2
C
D
otherwise
0 )
(
ΔTxΔT for
)(
xp
C x
p