最近在学习Particle filters，看了些资料。这里有3篇文章，非常值得一看，分别是：

1.Bayesian Filtering: From Kalman Filters to Particle Filters,and Beyond
2.A Tutorial on Particle Filtering and Smoothing: Fifteen years later
3.Monte Carlo Estimation for Nonlinear Non-Gaussian State Space Models

鉴于这3篇文章都能很容易google到，因此就不上传了，只是推荐给大家。
另外，Monte Carlo的知识也很重要，建议参考Jun Liu的Monte Carlo Strategies in Scientific Computing