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. 2019 May 21;145(723):2335–2365. doi: 10.1002/qj.3551

Figure 1.

Figure 1

The standard particle filter. Left: the prior particles (dots), with one observation, denoted by the red cross. Right: the posterior particles, the larger the dot the larger its weight. Note that the particles do not move in state space, they are just reweighted [Colour figure can be viewed at wileyonlinelibrary.com]