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Particle Filter comparison with Smoothing Methods

version (822 KB) by Moeti Ncube
Compares Particle filtering to smoother


Updated 04 Jan 2011

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This program simulates a nonlinear dynamical system and estimates the hidden state using particle methods.

The program compares the performance of 3 particle methods (particle filter, forward backward smoother (FBS),and Maximum A-Posterior Smoother (MAP).

It computes the likelihood and MSE of each method compared with the dynamical system given.

See Chapter 5 of thesis.pdf included for detailed description of methods, models, and results generated by this code.

Cite As

Moeti Ncube (2021). Particle Filter comparison with Smoothing Methods (, MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2009b
Compatible with any release
Platform Compatibility
Windows macOS Linux

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