Порівняння методів

	Динамічний фільтр частинок	Фільтр Калмана
Галузь	Баєсові методи	Баєсові методи
Родина	Bayesian methods	Bayesian methods
Рік появи	1993	1960
Автор методу	Gordon, Salmond & Smith (bootstrap particle filter, 1993); extended by Doucet et al. (2001)	Rudolf E. Kalman
Тип	Sequential Bayesian state estimation	recursive Bayesian filter
Основоположне джерело	Doucet, A., de Freitas, N. & Gordon, N. (Eds.). (2001). Sequential Monte Carlo Methods in Practice. Springer. ISBN: 978-0387951461	Kalman, R. E. (1960). A new approach to linear filtering and prediction problems. Journal of Basic Engineering, 82(1), 35-45.
Інші назви	dynamic sequential Monte Carlo, dynamic SMC, bootstrap particle filter, dynamic SIR filter	linear quadratic estimator, LQE, Kalman-Bucy filter, optimal recursive filter
Пов'язані	4	5
Підсумок	A dynamic particle filter is a sequential Monte Carlo algorithm that tracks an evolving hidden state over time by maintaining a population of weighted random samples — particles — each representing a plausible trajectory. As new observations arrive, particle weights are updated via the likelihood and the population is resampled, keeping the representation concentrated on the most probable state regions in a fully nonlinear and non-Gaussian setting.	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.