• Corpus ID: 122725027

A Tutorial on Particle Filtering and Smoothing: Fifteen years later

  title={A Tutorial on Particle Filtering and Smoothing: Fifteen years later},
  author={A. Doucet and A. M. Johansen},
Optimal estimation problems for non-linear non-Gaussian state-space models do not typically admit analytic solutions. Since their introduction in 1993, particle filtering methods have become a very popular class of algorithms to solve these estimation problems numerically in an online manner, i.e. recursively as observations become available, and are now routinely used in fields as diverse as computer vision, econometrics, robotics and navigation. The objective of this tutorial is to provide a… 

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