Particle filtering is an non-parameterized algorithm via sequential Monte Carlo simulation to actualize bayesian estimation. This paper expatiated the development and the research status of particle filtering at present.Then,introduces and analys

序列蒙特卡罗算法，内有说明文档，可参考。-A survey of sequential Monte Carlo methods

This file contains Matlab code that replicates some of the results in the paper ``A survey of sequential Monte Carlo methods for economics and finance,''