Interacting Particle Filtering With Discrete Observations

@inproceedings{Moral2001InteractingPF,
  title={Interacting Particle Filtering With Discrete Observations},
  author={Pierre Del Moral and Jean Jacod},
  booktitle={Sequential Monte Carlo Methods in Practice},
  year={2001}
}
We consider a pair of processes (X,Y), where X represents the state of a system (or signal) and Y represents the observation: X may take its values in an arbitrary measurable space (E,e), but it is important for what follows that Y take its values in ℝ q for some q ≥ 1. 

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