Introduction - If you have any usage issues, please Google them yourself
this demo is to show you how to implement a generic SIR (a.k.a. particle, bootstrap, Monte Carlo) filter to estimate the hidden states of a nonlinear, non-Gaussian state space model.-this demo is to show you how to implement a ge neric SIR (a.k.a. particle, the bootstrap. Monte Carlo) filter to estimate the hidden stat es of a nonlinear. non-Gaussian state space model.