Final part of the course

For the last part of the course, the master students have two options:

1. Prepare the part of nonlinear filtering in continuous time, as the PhD students.
2. Prepare some results on particle filters in discrete time.

For 1., the slides and proofs are uploaded in the webpage of the course. Except the part of continuous time particle filters, Section 8.6 in [BC09].

 For 2., Chapter 10 in [BC09].

[BC09] Bain A., Crisan D. (2009) Fundamentals of Stochastic Filtering. Springer Verlag.