A particle filter

Example · Undergraduate

Definition: particle filter

Terms

Term	This example	Why
estimator	✓	A particle filter is a filter, and so an estimator, because it estimates the current state from noisy measurements, by approximating the state’s distribution with weighted samples.
filter (estimation)	✓	A particle filter is a filter, because it estimates the current state from noisy measurements up to now, by approximating the state’s distribution with weighted samples.
predictor	✗	A particle filter is not a predictor, because it estimates the present.

Distinctions using this example

• Types of estimators

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