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

@article{Crisan2002ASO, title={A survey of convergence results on particle filtering methods for practitioners}, author={Dan Crisan and A. Doucet}, journal={IEEE Trans. Signal Process.}, year={2002}, volume={50}, pages={736-746} }

Optimal filtering problems are ubiquitous in signal processing and related fields. Except for a restricted class of models, the optimal filter does not admit a closed-form expression. Particle filtering methods are a set of flexible and powerful sequential Monte Carlo methods designed to. solve the optimal filtering problem numerically. The posterior distribution of the state is approximated by a large set of Dirac-delta masses (samples/particles) that evolve randomly in time according to the…

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