Inference in Hidden Markov Models, 2005. ,
An improved particle filter for non-linear problems, IEE Proc., Radar Sonar Navigation, pp.2-7, 1999. ,
Central limit theorem for sequential Monte Carlo methods and its application to Bayesian inference, The Annals of Statistics, vol.32, issue.6, pp.2385-2411, 2004. ,
DOI : 10.1214/009053604000000698
URL : http://arxiv.org/abs/math/0508594
Discrete filtering using branching and interacting particle systems, Markov Process. Related Fields, vol.5, issue.3, pp.293-318, 1999. ,
Feynman-Kac Formulae. Genealogical and Interacting Particle Systems with Applications, 2004. ,
URL : https://hal.archives-ouvertes.fr/hal-00426415
Limit theorems for weighted samples with applications to sequential Monte Carlo, 2005. ,
URL : https://hal.archives-ouvertes.fr/hal-00005896
An Introduction to the Bootstrap, 1993. ,
DOI : 10.1007/978-1-4899-4541-9
Sequential Monte Carlo methods in filtter theory, 1998. ,
On-line inference for hidden Markov models via particle filters, Journal of the Royal Statistical Society: Series B (Statistical Methodology), vol.3, issue.4, pp.887-899, 2003. ,
DOI : 10.1016/0005-1098(82)90012-7
Novel approach to nonlinear/non-Gaussian Bayesian state estimation, IEE Proc. F, Radar Signal Process, pp.107-113, 1993. ,
DOI : 10.1049/ip-f-2.1993.0015
Monte Carlo techniques to estimate the conditional expectation in multi-stage non-linear filtering???, International Journal of Control, vol.83, issue.5, pp.547-559, 1969. ,
DOI : 10.1016/0022-0396(67)90023-X
Monte-Carlo filter and smoother for non-Gaussian nonlinear state space models, J. Comput. Graph. Statist, vol.1, pp.1-25, 1996. ,
Recursive Monte Carlo filters: Algorithms and theoretical analysis, Preprint ETHZ, seminar für statistics, 2003. ,
DOI : 10.1214/009053605000000426
Sequential Monte Carlo Methods for Dynamic Systems, Journal of the American Statistical Association, vol.24, issue.443, pp.1032-1044, 1998. ,
DOI : 10.1073/pnas.94.26.14220
URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.56.1897
A solution of the smoothing problem for linear dynamic systems, Automatica, vol.4, issue.2, pp.73-92, 1966. ,
DOI : 10.1016/0005-1098(66)90019-7
Beyond Kalman Filters: Particle Filters for Target Tracking, 2004. ,
A noniterative sampling/importance resampling alternative to the data augmentation algorithm for creating a few imputations when the fraction of missing information is modest: the SIR algorithm (discussion of Tanner and Wong), J. Am. Statist. Assoc, vol.82, pp.543-546, 1987. ,
A genetic algorithm tutorial, Statistics and Computing, vol.4, issue.2, pp.65-85, 1994. ,
DOI : 10.1007/BF00175354