We now have all the ingredients in place to describe particle filtering at a sufficient level of generality: on one hand, the chosen Feynman-Kac model defines the recursive quantities we wish to approximate; on the other hand, importance sampling and resampling gives...
CITATION STYLE
Chopin, N., & Papaspiliopoulos, O. (2020). Particle Filtering (pp. 129–165). https://doi.org/10.1007/978-3-030-47845-2_10
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