An Overview of Sequential Monte Carlo Methods for Parameter Estimation in General State-Space Models

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On sequential Monte Carlo sampling methods for Bayesian filtering

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Filtering via Simulation: Auxiliary Particle Filters

M. Pitt, Neil Shephard · Journal of the American Statistical Association · 1999 · 2.3K citations · Full text

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Monte Carlo Filter and Smoother for Non-Gaussian Nonlinear State Space Models

Genshiro Kitagawa · Journal of Computational and Graphical Statistics · 1996 · 2.2K citations

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Sequential Monte Carlo Methods for Dynamic Systems

Jun S. Liu, Rong Chen · Journal of the American Statistical Association · 1998 · 1.8K citations

Business, Decision Sciences, Stochastic Modeling +13