##  [Particle Filter](/particle-filter) 

  ##  [Particle Filter](https://mathlogic.quantumdictionary.io/particle-filter-0) 

  

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- Natural & Formal Sciences -

**Mathematics & Logic Dictionary**

 







 

 

 

 



 

 

 

 

Definition

A sequential Monte Carlo method that represents a probability density by a set of weighted particles which are propagated, weighted by the likelihood of observations, and resampled to approximate posterior distributions in state-space models, especially when models are nonlinear or noise is non-Gaussian.