Particle Filter

Questions
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1

Hi, everyone!

I was unable to find any particle filtering example implementated in Mathematica.

In other software packages it requires hundreds of lines of code, so I was just wondering if there are ways/shortcuts to do it easier here?

If there are no examples, then let’s implement one here! (and probbaly it would be a good occasion to start working with Wolfram Workbench)

2

Particle filter, aka sequential monte carlo?

3

apparently yes!

4

Simply typing “particle filter Mathematica” into Google gave me the following very good results:

http://library.wolfram.com/infocenter/MathSource/7188/

http://www.markfisher.net/~mefisher/mma/mathematica.html