Particle filter

Patent Granted 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[1] 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.