Particle filter
(重定向自Sequential Monte Carlo method)
Particle filters or Sequential Monte Carlo (SMC) methods are a set of genetic-type particle Monte Carlo methodologies to solve the filtering problem. The term "particle filters" was first coined in 1996 by Del Moral in reference to mean field interacting particle methods used in fluid mechanics since the beginning of the 1960s. The terminology "sequential Monte Carlo" was proposed by Liu and Chen in 1998.