Crisan, D.; Obanubi, O. - In: Stochastic Processes and their Applications 122 (2012) 4, pp. 1332-1368
weighted particles that (typically) evolve according to the law of the signal process. These methods involve a corrective/resampling … approximation. The correction is applied at instances in time called resampling/correction times. Practitioners normally use certain … determine when to correct the system. As a result, the resampling times are random. However, in the continuous time framework …