Book of Donmon Teith

This book provides a general introduction to Sequential Monte Carlo (SMC) methods, also known as particle filters. These methods have become a staple for the se

Monte Carlo methods are revolutionizing the on-line analysis of data in many fileds. They have made it possible to solve numerically many complex, non-standard

Written in a tutorial style, this monograph introduces the basics of Sequential Monte Carlo, discusses practical issues, and reviews theoretical results before

In these notes, we introduce particle filtering as a recursive importance sampling method that approximates the minimum-mean-square-error (MMSE) estimate of a s

We have sold 4300 copies worldwide of the first edition (1999). This new edition contains five completely new chapters covering new developments.