Just a quick question, has anyone know ‘particle filter’ theory?
Like this, the GSS paper,
It is basically some resampling technique. I heard that matlab have some resamplng subroutine.
I wonder does anyone know if Fortran also have similar subroutine?
Anyway, it seems to me similar with diffusion Monte Carlo.
Thank you very much in advance!
I am definitely not an expert in particle filters. I major in atmospheric science and I just has a little experience in particle filter which applied in data assimilation technique.
There are several kinds of resampling method in particle filter. For example, the SIR just resample particles by their weights. It can be simply done by generating a random number of uniform distribution, then compare this random number with the particle weights.
I have read some tutorial articles about particle filters. Most of them are demonstrated by python/matlab/C++. In journal articles, I believe that some particle filter implement are written in Fortran but authors may not publish programs on github. If you want to the some subroutines associated with particle filter, you can send a mail to the author .
