เปรียบเทียบวิธี

	Kalman Filter	Sequential Monte Carlo
สาขาวิชา	เบย์	เบย์
ตระกูล	Bayesian methods	Bayesian methods
ปีกำเนิด	1960	1993 (particle filter); 2006 (SMC samplers)
ผู้ริเริ่ม	Rudolf E. Kalman	Gordon, Salmond & Smith (particle filter); Del Moral, Doucet & Jasra (SMC samplers)
ประเภท	recursive Bayesian filter	Sequential Bayesian computation
แหล่งต้นตำรับ	Kalman, R. E. (1960). A new approach to linear filtering and prediction problems. Journal of Basic Engineering, 82(1), 35-45.	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.
ชื่อเรียกอื่น	linear quadratic estimator, LQE, Kalman-Bucy filter, optimal recursive filter	SMC, particle filter, sequential importance resampling, SMC sampler
ที่เกี่ยวข้อง	5	6
สรุป	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.	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.