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Feynman-Kac measures and Interacting Particle systems :

Selected applications on Filtering, Systems, & Advanced Signal Processing

(see also : selected studies, publications & MLSS 08 Lecture notes, 2011-Sino-French Summer Institute (lecture 1, lecture 2, and lecture 3) & other application areas)

This webpage presents a selected series of articles related to particle filters and some of their application domains, including The list is far from being exhaustive, and it is partially biased towards my work on stochastic particle algorithms. More references and links to this subject can be added on demand. This webpage also contains some articles on the particle filter methodology, and the performance analysis of these algorithms.