Σύγκριση μεθόδων

	Sequential Monte Carlo	Φίλτρο Kalman
Πεδίο	Μπεϋζιανή Στατιστική	Μπεϋζιανή Στατιστική
Οικογένεια	Bayesian methods	Bayesian methods
Έτος προέλευσης	1993 (particle filter); 2006 (SMC samplers)	1960
Δημιουργός	Gordon, Salmond & Smith (particle filter); Del Moral, Doucet & Jasra (SMC samplers)	Rudolf E. Kalman
Τύπος	Sequential Bayesian computation	recursive Bayesian filter
Θεμελιώδης πηγή	Gordon, N. J., Salmond, D. J., & Smith, A. F. M. (1993). Novel approach to nonlinear/non-Gaussian Bayesian state estimation. IEE Proceedings F - Radar and Signal Processing, 140(2), 107–113.	Kalman, R. E. (1960). A new approach to linear filtering and prediction problems. Journal of Basic Engineering, 82(1), 35-45.
Εναλλακτικές ονομασίες	SMC, particle filter, sequential importance resampling, SMC sampler	linear quadratic estimator, LQE, Kalman-Bucy filter, optimal recursive filter
Συναφείς	6	5
Σύνοψη	Sequential Monte Carlo (SMC) is a family of simulation-based algorithms that approximate evolving probability distributions by propagating and reweighting a cloud of weighted random draws called particles. It handles nonlinear, non-Gaussian models and streams of data naturally, making it the method of choice for real-time state estimation and posterior approximation over complex distributions.	The Kalman filter is an optimal recursive algorithm for estimating the hidden state of a linear dynamical system from noisy measurements. At each time step it alternates between a prediction step — projecting the state forward using the system model — and an update step that corrects the prediction with the new observation, producing minimum-variance state estimates and their uncertainty in real time.