# Particle Filter

**URL:** <https://community.wolfram.com/t/particle-filter/1059>\
**Category:** Questions\
**Tags:** economics, finance, statistics-and-probability\
**Created:** [December 6, 2013, 3:26pm UTC](https://community.wolfram.com/t/particle-filter/1059 "2013-12-06T15:26:54Z")\
**Posts on this page:** 4\
**Page:** 1

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**Author:** ![saur12ab](https://yyz1.discourse-cdn.com/wolfram/user_avatar/community.wolfram.com/saur12ab/32/15904_2.png) [@saur12ab](https://community.wolfram.com/u/saur12ab)\
**Post date:** [December 6, 2013, 3:26pm UTC](https://community.wolfram.com/t/particle-filter/1059/1 "2013-12-06T15:26:54Z")

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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)

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**Author:** ![fkampas](https://yyz1.discourse-cdn.com/wolfram/user_avatar/community.wolfram.com/fkampas/32/41217_2.png) [@fkampas](https://community.wolfram.com/u/fkampas)\
**Post date:** [December 7, 2013, 1:21pm UTC](https://community.wolfram.com/t/particle-filter/1059/2 "2013-12-07T13:21:44Z")

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Particle filter, aka sequential monte carlo?

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**Author:** ![saur12ab](https://yyz1.discourse-cdn.com/wolfram/user_avatar/community.wolfram.com/saur12ab/32/15904_2.png) [@saur12ab](https://community.wolfram.com/u/saur12ab)\
**Post date:** [December 8, 2013, 2:33pm UTC](https://community.wolfram.com/t/particle-filter/1059/3 "2013-12-08T14:33:00Z")

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apparently yes!

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**Author:** ![francoisdp](https://avatars.discourse-cdn.com/v4/letter/f/7bcc69/32.png) [@francoisdp](https://community.wolfram.com/u/francoisdp)\
**Post date:** [December 10, 2013, 8:32am UTC](https://community.wolfram.com/t/particle-filter/1059/4 "2013-12-10T08:32:31Z")

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

[http://library.wolfram.com/infocenter/MathSource/7188/](http://library.wolfram.com/infocenter/MathSource/7188/)

[http://www.markfisher.net/~mefisher/mma/mathematica.html](http://www.markfisher.net/~mefisher/mma/mathematica.html)