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A survey of convergence results on particle filtering methods for practitioners.

, and . IEEE Trans. Signal Processing, 50 (3): 736-746 (2002)

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On the performance of parallelisation schemes for particle filtering., , and . EURASIP J. Adv. Sig. Proc., (2018)Numerically Modeling Stochastic Lie Transport in Fluid Dynamics., , , , and . Multiscale Modeling & Simulation, 17 (1): 192-232 (2019)Particle Filters - A Theoretical Perspective.. Sequential Monte Carlo Methods in Practice, Springer, (2001)Minimal Entropy Approximations and Optimal Algorithms., and . Monte Carlo Meth. and Appl., 8 (4): 343-356 (2002)Particle filtering for Bayesian parameter estimation in a high dimensional state space model., , and . EUSIPCO, page 1241-1245. IEEE, (2015)On the convergence of two sequential Monte Carlo methods for maximum a posteriori sequence estimation and stochastic global optimization., , and . Statistics and Computing, 23 (1): 91-107 (2013)The stochastic filtering problem: a brief historical account.. J. Applied Probability, 51 (A): 13-22 (2014)A survey of convergence results on particle filtering methods for practitioners., and . IEEE Trans. Signal Processing, 50 (3): 736-746 (2002)Convergence of a Branching Particle Method to the Solution of the Zakai Equation., , and . SIAM Journal of Applied Mathematics, 58 (5): 1568-1590 (1998)An application of the splitting-up method for the computation of a neural network representation for the solution for the filtering equations., , and . CoRR, (2022)