library(devtools)
install_github("chuanwen/seqMC")
library(seqMC)
?seqMC
# run the example code
example(seqMC)
Sequential Monte Carlo Gordon et al 1993, Novel approach to nonlinear/non-Gaussian Bayesian state
Kalman Filter Meinhold etc 1993 Understanding the Kalman Filter
Notes on Kalman Filter Chuanwen Chen 2017 Notes on Kalman Filter
Residual resample Liu, Chen 1995 Blind deconvolution via sequential imputations
Systematic resample Kitagawa 1996 Monte Carlo Filter and Smoother for Non-Gaussian Nonlinear State Space Models