Search Results

Particle Filters to Estimate Properties of Confined Aquifers,
Graeme Field, German Tavrisov, Christopher Brown, Alan Harris and O. Patrick Kreidl, in Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA) (2016)
Keywords: Water resources, Assessment, Groundwater hydrology, Particle filter, Aquifer testing

Indoor positioning tracking with magnetic field and improved particle filter,
Mei Zhang, Tingting Qing, Jinhui Zhu and Wenbo Shen, in International Journal of Distributed Sensor Networks (2017)
Keywords: Magnetic field; indoor positioning; particle filter

An Improved Auxiliary Particle Filter for Nonlinear Dynamic Equilibrium Models,
Yuan Yang and Lu Wang, from CEPREMAP (2015)
Keywords: DSGE model, auxiliary particle filter, Bayesian estimation

Parallel particle filters for likelihood evaluation in DSGE models: An assessment,
Ingvar Strid, from Society for Computational Economics (2006)
Keywords: Parallel particle filter, DSGE model, Bayesian estimation

Maximum likelihood estimation of the Cox-Ingersoll-Ross model using particle filters,
Giuliano De Rossi, from Society for Computational Economics (2004)
Keywords: Particle filtering; Term structure of interest rates

Evaluation of LFP Battery SOC Estimation Using Auxiliary Particle Filter,
Qinghe Liu, Shouzhi Liu, Haiwei Liu, Hao Qi, Conggan Ma and Lijun Zhao, in Energies (2019)
Keywords: SOC estimation; lithium iron phosphate; auxiliary particle filter; Kalman filter

Uniform time average consistency of Monte Carlo particle filters,
Ramon van Handel, in Stochastic Processes and their Applications (2009)
Keywords: Nonlinear filter Uniform convergence Interacting particles Bootstrap Monte Carlo filter

Enhanced consistency of the Resampled Convolution Particle Filter,
Jean-Pierre Vila, in Statistics & Probability Letters (2012)
Keywords: State space dynamic systems; Particle filtering; Kernel density estimator; Resampled Convolution Filter;

Style analysis with particle filtering and generalized simulated annealing,
Takaya Fukui, Seisho Sato and Akihiko Takahashi, in International Journal of Financial Engineering (IJFE) (2017)
Keywords: Style analysis, particle filtering, Monte Carlo filter, generalized simulated annealing, mutual fund, state space model

Particle filters with random resampling times,
D. Crisan and O. Obanubi, in Stochastic Processes and their Applications (2012)
Keywords: Stochastic partial differential equation; Filtering; Zakai equation; Particle filters; Sequential Monte-Carlo methods; Resampling; Resampling times; Random times; Effective sample size; Coefficient of variation; Soft maximum; Central limit theorem;

A new particle filtering approach to estimate stochastic volatility models with Markov-switching,
Frédéric Karamé, from HAL (2018)
Keywords: Stochastic volatility,Bayesian inference,Markov switching,Particle filtering,Smooth resampling,Kim filter,nonlinear Kalman filter

A new particle filtering approach to estimate stochastic volatility models with Markov-switching,
Frédéric Karamé, in Econometrics and Statistics (2018)
Keywords: Stochastic volatility; Bayesian inference; Markov switching; Particle filtering; Smooth resampling; Kim filter; nonlinear Kalman filter;

Particle circulation in irrigation reservoirs: The role of filter backwash reject on filter clogging,
Ana Milstein and Mordehai Feldlite, in Agricultural Water Management (2015)
Keywords: Filter backwash reject; Clogging; Irrigation reservoir; Particle circulation; Wastewater reservoir; Water management;

Learning and filtering via simulation: smoothly jittered particle filters,
Neil Shephard and Thomas Flury, from University of Oxford, Department of Economics (2009)
Keywords: Importance sampling, Particle filter, Random numbers, Sampling importance resampling, State space models

Particle filter efficiency under limited communication,
Deborshee Sen, in Biometrika (2022)
Keywords: α-sequential Monte Carlo, Bootstrap particle filter, Central limit theorem, Distributed algorithm, Mixing, Stability

A New Network for Particle Filtering of Multivariable Nonlinear Objects †,
Piotr Kozierski, Jacek Michalski, Joanna Zietkiewicz, Marek Retinger and Wojciech Retinger and Wojciech Giernacki, in Energies (2020)
Keywords: sequential importance resampling; multidimensional systems; particle filter; nonlinear plants; state estimation; power system grid

Non-linear DSGE Models and The Optimized Particle Filter,
Martin Andreasen, from Department of Economics and Business Economics, Aarhus University (2010)
Keywords: Likelihood inference, Non-linear DSGE models, Non-normal shocks, Particle filtering

Particle Filters for Markov Switching Stochastic Volatility Models,
Yun Bao, Carl Chiarella and Boda Kang, from Quantitative Finance Research Centre, University of Technology, Sydney (2012)
Keywords: Particle filters; Markov switching stochastic volatility models; Sequential Monte Carlo simulation

A Comparative Study of Three Improved Algorithms Based on Particle Filter Algorithms in SOC Estimation of Lithium Ion Batteries,
Bizhong Xia, Zhen Sun, Ruifeng Zhang, Deyu Cui, Zizhou Lao, Wei Wang, Wei Sun, Yongzhi Lai and Mingwang Wang, in Energies (2017)
Keywords: state of charge; lithium-ion battery; extended particle filter (EPF); cubature particle filter (CPF); unscented particle filter (UPF)

Sequential Gibbs Particle Filter Algorithm with Applications to Stochastic Volatility and Jumps Estimation,
Jiří Witzany and Milan Ficura, in Czech Journal of Economics and Finance (Finance a uver) (2019)
Keywords: Bayesian methods, MCMC, Particle filters, stochastic volatility, jumps

Proactive Frequency Stability Scheme: A Distributed Framework Based on Particle Filters and Synchrophasors,
Gian Paramo and Arturo Bretas, in Energies (2023)
Keywords: frequency stability; particle filter; phasor measurement units; power systems

A novel particle filter for extended target tracking with random hypersurface model,
Xing Zhang, Zhibin Yan, Yunqi Chen and Yanhua Yuan, in Applied Mathematics and Computation (2022)
Keywords: Extended target tracking; Particle filter; Random hypersurface model; Importance weights;

Particle filtering prognostic estimation of the remaining useful life of nonlinear components,
Enrico Zio and Giovanni Peloni, in Reliability Engineering and System Safety (2011)
Keywords: Life prognosis; Particle filtering; Monte Carlo estimation; Crack propagation;

A dynamic particle filter-support vector regression method for reliability prediction,
Zhao Wei, Tao Tao, Ding ZhuoShu and Enrico Zio, in Reliability Engineering and System Safety (2013)
Keywords: Time series regression; Support vector machines; Particle filter; Reliability prediction;

A joint particle filter and expectation maximization approach to machine condition prognosis,
Jinjiang Wang, Robert X. Gao, Zhuang Yuan, Zhaoyan Fan and Laibin Zhang, in Journal of Intelligent Manufacturing (2019)
Keywords: Machinery condition prognosis, Particle filter, Parameter estimation, Expectation-maximization

System state estimation by particle filtering for fault diagnosis and prognosis,
F Cadini, D Avram and E Zio, in Journal of Risk and Reliability (2010)
Keywords: hybrid system; state estimation; Monte Carlo; particle filtering

An Algorithm for Approximating the Second Moment of the Normalizing Constant Estimate from a Particle Filter,
Svetoslav Kostov and Nick Whiteley, in Methodology and Computing in Applied Probability (2017)
Keywords: Marginal likelihood, Normalizing constant, Hidden Markov model, Particle filter

A particle filtering approach to oil futures price calibration and forecasting,
Gaetano Fileccia and Carlo Sgarra, in Journal of Commodity Markets (2018)
Keywords: Particle filtering; Bayesian inference; Energy markets; Stochastic volatility; Models with jumps;

Particle filter-based BLE and IMU fusion algorithm for indoor localization,
Ostap Dyhdalovych, Andrii Yaroshevych, Oleg Kapshii, Igor Kravets and Oleg Farenyuk, in Telecommunication Systems: Modelling, Analysis, Design and Management (2025)
Keywords: BLE Indoor localization, Multipath mitigation, Sensor fusion, Particle filter

Multi-Object Tracking and Occlusion Reasoning Based on Adaptive Weighing Particle Filter,
Chenguang Liu and Heng-Da Cheng, in New Mathematics and Natural Computation (NMNC) (2014)
Keywords: Multi-object tracking, occlusion handling, occlusion model, particle filter

Robust inference on parameters via particle filters and sandwich covariance matrices,
Arnaud Doucet and Neil Shephard, from Economics Group, Nuffield College, University of Oxford (2012)
Keywords: quasi-likelihood; particle filter; sandwich matrix; sequential Monte Carlo.

Robust inference on parameters via particle filters and sandwich covariance matrices,
Neil Shephard and Arnaud Doucet, from University of Oxford, Department of Economics (2012)
Keywords: Quasi-likelihood, Particle filter, Sandwich matrix, Sequential Monte Carlo

Study of Multi-target Tracking Algorithm Based on Mean-shift and Particle Filter,
Lijing Huang, Naiwen Yu, Ming Han and Peng Liu, from Springer (2015)
Keywords: Posterior distribution, Density estimation, Mean-shift, Weighted value, Particle filter

Using Markov Chain Monte Carlo and Particle Filters to Compute Invariant Distributions for Nonlinear Rational Expectations Models,
Gary Anderson, from Society for Computational Economics (2003)
Keywords: particle filters MCMC rational expectations models

Characterization of Airborne Particles Collected from Car Engine Air Filters Using SEM and EDX Techniques,
Birmania Heredia Rivera and Martín Gerardo Rodriguez, in IJERPH (2016)
Keywords: particle; pollen; SEM microscopy; car air filter

Combining syndromic surveillance and ILI data using particle filter for epidemic state estimation,
Taesik Lee and Hayong Shin, in Flexible Services and Manufacturing Journal (2016)
Keywords: Epidemic, Syndromic surveillance, Particle filter, Data fusion

Numerical analysis of rating transition matrix depending on latent macro factor via nonlinear particle filter method,
Hidetoshi Nakagawa and Hideyuki Takada, in Journal of Financial Engineering (JFE) (2014)
Keywords: Credit risk, credit rating transition, nonlinear filtering, branching particle filter

Extended Kalman and Particle Filtering for sensor fusion in motion control of mobile robots,
Gerasimos G. Rigatos, in Mathematics and Computers in Simulation (MATCOM) (2010)
Keywords: Extended Kalman Filtering; Particle Filtering; State estimation; Sensor fusion; Motion control;

A Kalman particle filter for online parameter estimation with applications to affine models,
Jian He, Asma Khedher and Peter Spreij, in Statistical Inference for Stochastic Processes (2021)
Keywords: Affine process, State space model, Kalman filter, Particle filter, Parameter estimation, Posterior distribution

Online remaining useful life prognostics using an integrated particle filter,
Yawei Hu, Shujie Liu, Huitian Lu and Hongchao Zhang, in Journal of Risk and Reliability (2018)
Keywords: Unscented Kalman filter; particle filter; sufficient statistic; milling cutters; remaining useful life

Optimal Transport Filtering with Particle Reweighing in Finance,
Raphael Douady and Shohruh Miryusupov, from HAL (2017)
Keywords: optimal transport, Monge-Kantorovich, stochastic volatility, Particle methods, op-,tion pricing, Stein model, importance sampling, variance reduction, particle filter, Monte Carlo,simulations, sequential Monte Carlo

Optimal Transport Filtering with Particle Reweighing in Finance,
Raphael Douady and Shohruh Miryusupov, from HAL (2017)
Keywords: optimal transport, Monge-Kantorovich, stochastic volatility, Particle methods, op-,tion pricing, Stein model, importance sampling, variance reduction, particle filter, Monte Carlo,simulations, sequential Monte Carlo

Accurate capacity and remaining useful life prediction of lithium-ion batteries based on improved particle swarm optimization and particle filter,
Hui Pang, Kaiqiang Chen, Yuanfei Geng, Longxing Wu, Fengbin Wang and Jiahao Liu, in Energy (2024)
Keywords: Lithium-ion batteries; Capacity prediction; Remaining useful life; Particle filter; Improved particle swarm optimization;

An Accurate State of Charge Estimation Method for Lithium Iron Phosphate Battery Using a Combination of an Unscented Kalman Filter and a Particle Filter,
Thanh-Tung Nguyen, Abdul Basit Khan, Younghwi Ko and Woojin Choi, in Energies (2020)
Keywords: Lithium iron phosphate battery; SOC estimation; unscented Kalman filter; particle filter

A new performance index for measuring the effect of single target tracking with Kalman particle filter,
Xinbiao Lu, Fang Li, Jing Tang, Zhuxin Chai and Mingyue Hu, in International Journal of Modern Physics C (IJMPC) (2022)
Keywords: Particle filter, Kalman particle filter, mean square error of relative points, target tracking

An Iterative Method Based on the Marginalized Particle Filter for Nonlinear B-Spline Data Approximation and Trajectory Optimization,
Jens Jauch, Felix Bleimund, Michael Frey and Frank Gauterin, in Mathematics (2019)
Keywords: nonlinear; recursive; iterative; B-spline; approximation; marginalized particle filter; Rao-Blackwellized particle filter; multiobjective; trajectory; optimization

A model-based adaptive state of charge estimator for a lithium-ion battery using an improved adaptive particle filter,
Min Ye, Hui Guo and Binggang Cao, in Applied Energy (2017)
Keywords: Electric vehicles; Lithium-ion battery; Particle swarm filter; Improved adaptive particle filter; State of charge;

American Option Pricing Using Particle Filtering Under Stochastic Volatility Correlated Jump Model,
Song Bin, Liang Enqi and Liu Bing, in Journal of Systems Science and Information (2014)
Keywords: American options, sequential Monte Carlo, particle filter, latent variable, stochastic volatility jump, auxiliary particle filter

Storage battery remaining useful life prognosis using improved unscented particle filter,
Limin Li, Zhongsheng Wang and Hongkai Jiang, in Journal of Risk and Reliability (2015)
Keywords: Remaining useful life; unscented particle filter; improved unscented particle filter; singular value decomposition

Tempered particle filtering,
Edward Herbst and Frank Schorfheide, in Journal of Econometrics (2019)
Keywords: Bayesian analysis; DSGE models; Nonlinear filtering; Monte Carlo methods;

Tempered Particle Filtering,
Edward Herbst and Frank Schorfheide, from Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2016)
Keywords: Bayesian Analysis, DSGE Models, Nonlinear Filtering, Monte Carlo Methods

Tempered Particle Filtering,
Edward Herbst and Frank Schorfheide, from Board of Governors of the Federal Reserve System (U.S.) (2016)
Keywords: Bayesian Analysis; DSGE Models; Monte Carlo Methods; Nonlinear Filtering

Maximum a Posteriori Sequence Estimation Using Monte Carlo Particle Filters,
Simon Godsill, Arnaud Doucet and Mike West, in Annals of the Institute of Statistical Mathematics (2001)
Keywords: Bayesian estimation, filtering, Monte Carlo methods, non-linear non-Gaussian state space model, maximum a posteriori estimation, particle filter, smoothing,

Likelihood Induced by Moment Functions Using Particle Filter: a Comparison of Particle GMM and Standard MCMC Methods,
Fabio Franco, from Tor Vergata University, CEIS (2019)
Keywords: Bootstrap particle filter, GMM likelihood representation, Metropolis-Hastings algorithm, Kalman filter, nonlinear/non-Gaussian state space models.

Parameter Learning and Change Detection Using a Particle Filter with Accelerated Adaptation,
Karol Gellert and Erik Schlogl, in Risks (2021)
Keywords: particle filter; model estimation; stochastic volatility; regime switching; genetic algorithm; parameter estimation

Estimation of Dynamic Panel Data Models with Stochastic Volatility Using Particle Filters,
Wen Xu, in Econometrics (2016)
Keywords: dynamic panel data models; stochastic volatility; particle filters; state space modeling

Battery Remaining Useful Life Prediction with Inheritance Particle Filtering,
Lin Li, Alfredo Alan Flores Saldivar, Yun Bai and Yun Li, in Energies (2019)
Keywords: lithium-ion battery; battery remaining useful life; particle filter; evolutionary computation

Innovative sensorless dual-axis solar tracking system using particle filter,
Alongkorn Pirayawaraporn, Sahapol Sappaniran, Sarawin Nooraksa, Chanon Prommai, Nachaya Chindakham and Chaowanan Jamroen, in Applied Energy (2023)
Keywords: Energy generation; Particle filter (PF); Photovoltaic (PV); Sampling-based tracking; Solar energy; Solar tracking system;

Fluctuations, stability and instability of a distributed particle filter with local exchange,
Kari Heine and Nick Whiteley, in Stochastic Processes and their Applications (2017)
Keywords: Hidden Markov model; Particle filter; Central limit theorem; Asymptotic variance; Local exchange; Sequential Monte Carlo;

Improved distributed particle filters for tracking in a wireless sensor network,
Kai Kang, Vasileios Maroulas, Ioannis Schizas and Feng Bao, in Computational Statistics & Data Analysis (2018)
Keywords: Hidden Markov models; Particle filters; Multi-target tracking; Wireless sensor network; Sparsity; Homotopy;

Particle filtering, learning, and smoothing for mixed-frequency state-space models,
Markus Leippold and Hanlin Yang, in Econometrics and Statistics (2019)
Keywords: Mixed-frequency; State-space models; Particle filtering; Backward smoothing; Stochastic volatility; Return predictability;

Non-linear DSGE models and the optimized central difference particle filter,
Martin Andreasen, in Journal of Economic Dynamics and Control (2011)
Keywords: Likelihood inference Non-linear DSGE models Non-normal shocks Particle filtering

Prognostics 101: A tutorial for particle filter-based prognostics algorithm using Matlab,
Dawn An, Joo-Ho Choi and Nam Ho Kim, in Reliability Engineering and System Safety (2013)
Keywords: Battery degradation; Crack growth; Matlab code; Model-based prognostics; Particle filter; Remaining useful life;

A particle filtering and kernel smoothing-based approach for new design component prognostics,
Yang Hu, Piero Baraldi, Francesco Di Maio and Enrico Zio, in Reliability Engineering and System Safety (2015)
Keywords: Prognostics; Remaining useful life; Parameter estimation; Particle filtering; Kernel smoothing; Battery;

Adaptive Kernel Auxiliary Particle Filter Method for Degradation State Estimation,
Yan-Hui Lin and Xin-Lei Jiao, in Reliability Engineering and System Safety (2021)
Keywords: Degradation state estimation; auxiliary particle filter; adaptive kernel density estimation; fatigue crack;

Wind farm layout optimization using particle filtering approach,
Yunus Eroğlu and Serap Ulusam Seçkiner, in Renewable Energy (2013)
Keywords: Wind farm; Renewable energy; Wake effect; Wind farm layout optimization; Particle filtering;

Residual life prediction based on dynamic weighted Markov model and particle filtering,
Shuai Zhang, Yongxiang Zhang and Jieping Zhu, in Journal of Intelligent Manufacturing (2018)
Keywords: Dynamic weighted Markov model, Particle filtering, Residual life prediction, Probability distribution

Simulated likelihood inference for stochastic volatility models using continuous particle filtering,
Michael Pitt, Sheheryar Malik and Arnaud Doucet, in Annals of the Institute of Statistical Mathematics (2014)
Keywords: Stochastic volatility, Particle filter, Simulated likelihood, State space, Leverage effect, Jumps,

Simulating Crowds in Real Time with Agent-Based Modelling and a Particle Filter,
Nick Malleson, Kevin Minors, Le-Minh Kieu, Jonathan A. Ward, Andrew West and Alison Heppenstall, in Journal of Artificial Societies and Social Simulation (2020)
Keywords: Agent-Based Modelling, Particle Filter, Data Assimilation, Crowd Simulation, Pedestrian Modelling

Wireless sensor indoor positioning based on an improved particle filter algorithm,
Pan Feng, Danyang Qin, Guangchao Xu, Ruolin Guo and Min Zhao, in International Journal of Distributed Sensor Networks (2020)
Keywords: Indoor positioning; particle filter; wireless sensor; residual analysis; non-line-of-sight error

Inspection of the Validity in the Frequent Shoppers Program by Using Particle Filter,
Shinsuke Suzuki and Kei Takahashi, from Springer (2017)
Keywords: Discount Rate, Particle Filter, Customer Relationship Management, Brand Loyalty, Sales Promotion

Matrix-State Particle Filter for Wishart Stochastic Volatility Processes,
Roberto Casarin and Domenico Sartore, from Department of Economics, University of Venice "Ca' Foscari" (2007)
Keywords: Multivariate Stochastic Volatility; Matrix-State Particle Filters; Sequential Monte Carlo; Wishart Processes, Markov Switching.

Smooth marginalized particle filters for dynamic network effect models,
Dieter Wang and Julia Schaumburg, from Tinbergen Institute (2020)
Keywords: Dynamic network effects, Multiple networks, Nonlinear state-space model, Smooth marginalized particle filter, COVID-19

Particle Filtering: A Priori Estimation of Observational Errors of a State-Space Model with Linear Observation Equation,
Rodi Lykou and George Tsaklidis, in Mathematics (2021)
Keywords: particle filter; missing data; single imputation; impoverishment; Markov Systems

An Indoor and Outdoor Multi-Source Elastic Fusion Navigation and Positioning Algorithm Based on Particle Filters,
Guangwei Fan, Chuanzhen Sheng, Baoguo Yu, Lu Huang and Qiang Rong, in Future Internet (2022)
Keywords: indoor and outdoor positioning; elastic PNT; multisource fusion; particle filter

A lead-acid battery's remaining useful life prediction by using electrochemical model in the Particle Filtering framework,
Chao Lyu, Qingzhi Lai, Tengfei Ge, Honghai Yu, Lixin Wang and Na Ma, in Energy (2017)
Keywords: Electrochemical modeling; Remaining useful life prediction; Particle Filter framework; Effectiveness;

Lithium-ion battery life prognostic health management system using particle filtering framework,
M Dalal, J Ma and D He, in Journal of Risk and Reliability (2011)
Keywords: lithium-ion battery; particle filtering; prognostics; end-of-discharge; end-of-life

Modelling Stochastic Volatility with Leverage and Jumps: A Simulated Maximum Likelihood Approach via Particle Filtering,
Sheheryar Malik and Michael K Pitt, from University of Warwick, Department of Economics (2009)
Keywords: Particle filter ; Simulation ; SIR ; State space ; Leverage effect ; Jumps

Asymmetric stochastic volatility models: Properties and particle filter-based simulated maximum likelihood estimation,
Xiuping Mao, Veronika Czellar, Esther Ruiz and Helena Veiga, in Econometrics and Statistics (2020)
Keywords: Particle filtering; Leverage effect; SV models; Value-at-risk;

Modelling Stochastic Volatility with Leverage and Jumps: A Simulated Maximum Likelihood Approach via Particle Filtering,
S. Malik and M. K. Pitt, from Banque de France (2011)
Keywords: Stochastic volatility ; Particle filter ; Simulation ; State space ; Leverage effect ; Jumps.

Non-linear DSGE Models, The Central Difference Kalman Filter, and The Mean Shifted Particle Filter,
Martin Andreasen, from Department of Economics and Business Economics, Aarhus University (2008)
Keywords: Multivariate Stirling interpolation, Particle filtering, Non-linear DSGE models, Non-normal shocks, Quasi-maximum likelihood

A Cubature Particle Filter Algorithm to Estimate the State of the Charge of Lithium-Ion Batteries Based on a Second-Order Equivalent Circuit Model,
Bizhong Xia, Zhen Sun, Ruifeng Zhang and Zizhou Lao, in Energies (2017)
Keywords: state of charge; cubature Kalman filter; cubature particle filter; electric vehicles; lithium-ion battery

Hybrid unscented particle filter based state-of-charge determination for lead-acid batteries,
Yanqing Shen, in Energy (2014)
Keywords: Unscented particle filter; State of charge; Kalman filter; Electrical battery model; Normalized least mean square;

A robustification approach to stability and to uniform particle approximation of nonlinear filters: the example of pseudo-mixing signals,
François LeGland and Nadia Oudjane, in Stochastic Processes and their Applications (2003)
Keywords: Nonlinear filter Particle filter Stability Hilbert metric Mixing Pseudo-mixing Robustification

Estimating the number of competing terminals by cost-reference particle filtering in non-saturated wireless-LAN,
Jaechan Lim, Taejin Kim and Daehyoung Hong, in Telecommunication Systems: Modelling, Analysis, Design and Management (2016)
Keywords: Competing terminals, Cost-reference particle filter, IEEE 802.11, extended Kalman filter, WLAN

A branching particle approximation to a filtering micromovement model of asset price,
Jie Xiong and Yong Zeng, in Statistical Inference for Stochastic Processes (2011)
Keywords: Particle filters, Monte Carlo approximation, Filtering, Counting process, Stochastic partial differential equation, Ultra-high frequency data, Primary: 60H15, Secondary: 60K35, 35R60, 93E11, 60F05, 91B28,

Data assimilation to reduce uncertainty of crop model prediction with Convolution Particle Filtering,
Yuting Chen and Paul-Henry Cournède, in Ecological Modelling (2014)
Keywords: Parameter estimation; Data assimilation; Dynamic crop model; Convolution Particle Filtering; Uncertainty analysis; Sugar beet; Winter wheat; LNAS; STICS; Yield prediction;

Differential voltage analysis based state of charge estimation methods for lithium-ion batteries using extended Kalman filter and particle filter,
Linfeng Zheng, Jianguo Zhu, Guoxiu Wang, Dylan Dah-Chuan Lu and Tingting He, in Energy (2018)
Keywords: Differential voltage analysis (DVA); State of charge (SOC); Extended Kalman filter (EKF); Particle filter (PF); Battery management system (BMS);

Forecasting Observables with Particle Filters: Any Filter Will Do!,
Patrick Leung, Catherine Forbes, Gael Martin and Brendan McCabe, from Monash University, Department of Econometrics and Business Statistics (2019)
Keywords: Bayesian prediction, particle MCMC, non-Gaussian time series, state space models, unbiased likelihood estimation, sequential Monte Carlo.

Particle-based online estimation of tangent filters with application to parameter estimation in nonlinear state-space models,
Jimmy Olsson and Johan Westerborn Alenlöv, in Annals of the Institute of Statistical Mathematics (2020)
Keywords: Parameter estimation, Recursive maximum likelihood, State-space models, Tangent filter, Sequential Monte Carlo methods, Central limit theorem, Particle filters