Questions tagged [particle-filter]

Particle filtering is a general Monte Carlo (sampling) method for performing inference in state-space models where the state of a system evolves in time and information about the state is obtained via noisy measurements made at each time step

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Particle filters: How to do resampling?

I understand the basic principle of a particle filter and tried to implement one. However, I got hung up on the resampling part. Theoretically speaking, it is quite simple: From the old (and ...