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Author: Ye, Zi

  • A Discrete-time Particle Filter and Central Limit Theorem

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    Spring 2014

    Ye, Zi

    We introduce two kinds of particle filters, one is weighted particle filter and the other is resampling particle filter. We prove the Strong Law of Large Numbers and Central Limit Theorem for both particle filters. Then, we show that the resampling particle filter is better than the weighted one.

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