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The discovery of particle filtering methods has enabled the use of nonlinear filtering in a wide array of applications.
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Georgii, Hans-OttoH.-O. (2011). Gibbs Measures and Phase Transitions, 2nd ed. de Gruyter Studies in Mathematics 9. de Gruyter, Berlin
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Snyder, C.C. (2011). Particle filters, the “optimal” proposal and high-dimensional systems. In Proceedings of the ECMWF Seminar on Data Assimilation for Atmosphere and Ocean
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Tong, Xin ThomsonX. T. andvan Handel, RamonR. (2014). Conditional ergodicity in infinite dimension. Ann. Probab. 42 2243–2313
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