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.
Moeti Ncube (2021). Particle Filter comparison with Smoothing Methods (https://www.mathworks.com/matlabcentral/fileexchange/29905-particle-filter-comparison-with-smoothing-methods), MATLAB Central File Exchange. Retrieved .
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