Arnaud Doucet, Simon J. Godsill, Christophe Andrieu. On sequential Monte Carlo sampling methods for Bayesian filtering. Statistics and Computing, 10(3):197-208, 2000. [doi]
@article{DoucetGA00,
title = {On sequential Monte Carlo sampling methods for Bayesian filtering},
author = {Arnaud Doucet and Simon J. Godsill and Christophe Andrieu},
year = {2000},
doi = {10.1023/A:1008935410038},
url = {http://dx.doi.org/10.1023/A:1008935410038},
researchr = {https://researchr.org/publication/DoucetGA00},
cites = {0},
citedby = {0},
journal = {Statistics and Computing},
volume = {10},
number = {3},
pages = {197-208},
}