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Summary and Directions for Further Research,) are uncorrelated. Fourth, a re-interpretation was given to the single-stage iteration filter (Section 3.4). Fifth, comparing seven nonlinear filters by the Monte-Carlo experiments, it was shown in Chapter 5 that the modified Kitagawa estimator (Section 4.3) and the simulation-based density estimat军火 发表于 2025-3-23 08:10:44
Book 19931st edition.The densityapproximation approach gives us anasymptotically unbiased estimator. Moreover, in terms ofprogramming and computational time, the nonlinear filterusing Monte-Carlo integration can be easily extended tohigher dimensional cases, compared with Kitagawa‘s nonlinearfilter using numericalinteg