{"id":"https://openalex.org/W4313856644","doi":"https://doi.org/10.1146/annurev-control-042920-015119","title":"Sequential Monte Carlo: A Unified Review","display_name":"Sequential Monte Carlo: A Unified Review","publication_year":2023,"publication_date":"2023-01-10","ids":{"openalex":"https://openalex.org/W4313856644","doi":"https://doi.org/10.1146/annurev-control-042920-015119"},"language":"en","primary_location":{"id":"doi:10.1146/annurev-control-042920-015119","is_oa":true,"landing_page_url":"https://doi.org/10.1146/annurev-control-042920-015119","pdf_url":"https://www.annualreviews.org/doi/pdf/10.1146/annurev-control-042920-015119","source":{"id":"https://openalex.org/S4210191328","display_name":"Annual Review of Control Robotics and Autonomous Systems","issn_l":"2573-5144","issn":["2573-5144"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320373","host_organization_name":"Annual Reviews","host_organization_lineage":["https://openalex.org/P4310320373"],"host_organization_lineage_names":["Annual Reviews"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Annual Review of Control, Robotics, and Autonomous Systems","raw_type":"journal-article"},"type":"review","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"hybrid","oa_url":"https://www.annualreviews.org/doi/pdf/10.1146/annurev-control-042920-015119","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5050571002","display_name":"Adrian Wills","orcid":"https://orcid.org/0000-0002-8556-6649"},"institutions":[{"id":"https://openalex.org/I78757542","display_name":"University of Newcastle Australia","ror":"https://ror.org/00eae9z71","country_code":"AU","type":"education","lineage":["https://openalex.org/I78757542"]}],"countries":["AU"],"is_corresponding":true,"raw_author_name":"Adrian G. Wills","raw_affiliation_strings":["School of Engineering, University of Newcastle, Callaghan, New South Wales, Australia;"],"affiliations":[{"raw_affiliation_string":"School of Engineering, University of Newcastle, Callaghan, New South Wales, Australia;","institution_ids":["https://openalex.org/I78757542"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5083090794","display_name":"Thomas B. Sch\u00f6n","orcid":"https://orcid.org/0000-0001-5183-234X"},"institutions":[{"id":"https://openalex.org/I123387679","display_name":"Uppsala University","ror":"https://ror.org/048a87296","country_code":"SE","type":"education","lineage":["https://openalex.org/I123387679"]}],"countries":["SE"],"is_corresponding":false,"raw_author_name":"Thomas B. Sch\u00f6n","raw_affiliation_strings":["Department of Information Technology, Uppsala University, Uppsala, Sweden"],"affiliations":[{"raw_affiliation_string":"Department of Information Technology, Uppsala University, Uppsala, Sweden","institution_ids":["https://openalex.org/I123387679"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5050571002"],"corresponding_institution_ids":["https://openalex.org/I78757542"],"apc_list":null,"apc_paid":null,"fwci":5.012,"has_fulltext":true,"cited_by_count":29,"citation_normalized_percentile":{"value":0.96169855,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":97,"max":100},"biblio":{"volume":"6","issue":"1","first_page":"159","last_page":"182"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10711","display_name":"Target Tracking and Data Fusion in Sensor Networks","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10711","display_name":"Target Tracking and Data Fusion in Sensor Networks","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10876","display_name":"Fault Detection and Control Systems","score":0.9980000257492065,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12879","display_name":"Distributed Sensor Networks and Detection Algorithms","score":0.9872000217437744,"subfield":{"id":"https://openalex.org/subfields/1705","display_name":"Computer Networks and Communications"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/particle-filter","display_name":"Particle filter","score":0.9209822416305542},{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.7498677372932434},{"id":"https://openalex.org/keywords/quasi-monte-carlo-method","display_name":"Quasi-Monte Carlo method","score":0.6469513177871704},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.637343168258667},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.480047345161438},{"id":"https://openalex.org/keywords/filter","display_name":"Filter (signal processing)","score":0.4633273482322693},{"id":"https://openalex.org/keywords/monte-carlo-integration","display_name":"Monte Carlo integration","score":0.4532549977302551},{"id":"https://openalex.org/keywords/monte-carlo-localization","display_name":"Monte Carlo localization","score":0.44534438848495483},{"id":"https://openalex.org/keywords/monte-carlo-molecular-modeling","display_name":"Monte Carlo molecular modeling","score":0.44286873936653137},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3997727632522583},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.33213967084884644},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.2758776545524597},{"id":"https://openalex.org/keywords/markov-chain-monte-carlo","display_name":"Markov chain Monte Carlo","score":0.2550795376300812},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.127986341714859},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.055851757526397705}],"concepts":[{"id":"https://openalex.org/C52421305","wikidata":"https://www.wikidata.org/wiki/Q1151499","display_name":"Particle filter","level":3,"score":0.9209822416305542},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.7498677372932434},{"id":"https://openalex.org/C63320529","wikidata":"https://www.wikidata.org/wiki/Q7269435","display_name":"Quasi-Monte Carlo method","level":5,"score":0.6469513177871704},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.637343168258667},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.480047345161438},{"id":"https://openalex.org/C106131492","wikidata":"https://www.wikidata.org/wiki/Q3072260","display_name":"Filter (signal processing)","level":2,"score":0.4633273482322693},{"id":"https://openalex.org/C132725507","wikidata":"https://www.wikidata.org/wiki/Q39879","display_name":"Monte Carlo integration","level":5,"score":0.4532549977302551},{"id":"https://openalex.org/C106480740","wikidata":"https://www.wikidata.org/wiki/Q6904694","display_name":"Monte Carlo localization","level":4,"score":0.44534438848495483},{"id":"https://openalex.org/C37669827","wikidata":"https://www.wikidata.org/wiki/Q6904703","display_name":"Monte Carlo molecular modeling","level":4,"score":0.44286873936653137},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3997727632522583},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.33213967084884644},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.2758776545524597},{"id":"https://openalex.org/C111350023","wikidata":"https://www.wikidata.org/wiki/Q1191869","display_name":"Markov chain Monte Carlo","level":3,"score":0.2550795376300812},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.127986341714859},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.055851757526397705},{"id":"https://openalex.org/C31972630","wikidata":"https://www.wikidata.org/wiki/Q844240","display_name":"Computer vision","level":1,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1146/annurev-control-042920-015119","is_oa":true,"landing_page_url":"https://doi.org/10.1146/annurev-control-042920-015119","pdf_url":"https://www.annualreviews.org/doi/pdf/10.1146/annurev-control-042920-015119","source":{"id":"https://openalex.org/S4210191328","display_name":"Annual Review of Control Robotics and Autonomous Systems","issn_l":"2573-5144","issn":["2573-5144"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320373","host_organization_name":"Annual Reviews","host_organization_lineage":["https://openalex.org/P4310320373"],"host_organization_lineage_names":["Annual Reviews"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Annual Review of Control, Robotics, and Autonomous Systems","raw_type":"journal-article"},{"id":"pmh:oai:DiVA.org:uu-502735","is_oa":true,"landing_page_url":"http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-502735","pdf_url":"https://uu.diva-portal.org/smash/get/diva2:1760259/FULLTEXT01","source":{"id":"https://openalex.org/S4306401559","display_name":"KTH Publication Database DiVA (KTH Royal Institute of Technology)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Article, review/survey"},{"id":"pmh:oai:figshare.com:article/29015669","is_oa":true,"landing_page_url":null,"pdf_url":null,"source":{"id":"https://openalex.org/S4377196282","display_name":"Figshare","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I4210132348","host_organization_name":"Figshare (United Kingdom)","host_organization_lineage":["https://openalex.org/I4210132348"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Journal contribution"},{"id":"pmh:uon:52809","is_oa":true,"landing_page_url":"http://hdl.handle.net/1959.13/1489948","pdf_url":null,"source":{"id":"https://openalex.org/S4377196471","display_name":"NOVA (University of Newcastle Australia)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I78757542","host_organization_name":"University of Newcastle Australia","host_organization_lineage":["https://openalex.org/I78757542"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"journal article"}],"best_oa_location":{"id":"doi:10.1146/annurev-control-042920-015119","is_oa":true,"landing_page_url":"https://doi.org/10.1146/annurev-control-042920-015119","pdf_url":"https://www.annualreviews.org/doi/pdf/10.1146/annurev-control-042920-015119","source":{"id":"https://openalex.org/S4210191328","display_name":"Annual Review of Control Robotics and Autonomous Systems","issn_l":"2573-5144","issn":["2573-5144"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320373","host_organization_name":"Annual Reviews","host_organization_lineage":["https://openalex.org/P4310320373"],"host_organization_lineage_names":["Annual Reviews"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Annual Review of Control, Robotics, and Autonomous Systems","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G2295429243","display_name":null,"funder_award_id":"621-2016-06079","funder_id":"https://openalex.org/F4320322581","funder_display_name":"Vetenskapsr\u00e5det"},{"id":"https://openalex.org/G5371231072","display_name":null,"funder_award_id":"2016-06079","funder_id":"https://openalex.org/F4320322581","funder_display_name":"Vetenskapsr\u00e5det"},{"id":"https://openalex.org/G6249798265","display_name":null,"funder_award_id":"621-2016-0607","funder_id":"https://openalex.org/F4320322581","funder_display_name":"Vetenskapsr\u00e5det"},{"id":"https://openalex.org/G8080935424","display_name":null,"funder_award_id":"unknown","funder_id":"https://openalex.org/F4320322581","funder_display_name":"Vetenskapsr\u00e5det"}],"funders":[{"id":"https://openalex.org/F4320322581","display_name":"Vetenskapsr\u00e5det","ror":"https://ror.org/03zttf063"}],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4313856644.pdf","grobid_xml":"https://content.openalex.org/works/W4313856644.grobid-xml"},"referenced_works_count":60,"referenced_works":["https://openalex.org/W178056938","https://openalex.org/W1483307070","https://openalex.org/W1501586228","https://openalex.org/W1583837637","https://openalex.org/W1822984620","https://openalex.org/W2003967703","https://openalex.org/W2020999234","https://openalex.org/W2031294093","https://openalex.org/W2032609070","https://openalex.org/W2049633694","https://openalex.org/W2055711980","https://openalex.org/W2055936398","https://openalex.org/W2056760934","https://openalex.org/W2061260402","https://openalex.org/W2088311145","https://openalex.org/W2091860746","https://openalex.org/W2094227853","https://openalex.org/W2098091224","https://openalex.org/W2122512809","https://openalex.org/W2123487311","https://openalex.org/W2126736494","https://openalex.org/W2131598171","https://openalex.org/W2138309709","https://openalex.org/W2141585124","https://openalex.org/W2150951085","https://openalex.org/W2198904917","https://openalex.org/W2225156818","https://openalex.org/W2252795400","https://openalex.org/W2336416123","https://openalex.org/W2559655401","https://openalex.org/W2594579511","https://openalex.org/W2611196885","https://openalex.org/W2612690371","https://openalex.org/W2743550308","https://openalex.org/W2810737601","https://openalex.org/W2932417662","https://openalex.org/W2962697772","https://openalex.org/W2962837791","https://openalex.org/W2963433607","https://openalex.org/W2964123909","https://openalex.org/W2978408855","https://openalex.org/W2991057243","https://openalex.org/W2999905431","https://openalex.org/W3037681644","https://openalex.org/W3090482648","https://openalex.org/W3100586012","https://openalex.org/W3100622648","https://openalex.org/W3103934441","https://openalex.org/W3131338793","https://openalex.org/W3171485246","https://openalex.org/W4206008854","https://openalex.org/W4213123449","https://openalex.org/W4232464081","https://openalex.org/W4232832013","https://openalex.org/W4233487859","https://openalex.org/W4233529900","https://openalex.org/W4248681815","https://openalex.org/W4250389103","https://openalex.org/W4289257129","https://openalex.org/W4300011456"],"related_works":["https://openalex.org/W4294677683","https://openalex.org/W590971457","https://openalex.org/W1548972748","https://openalex.org/W3107111207","https://openalex.org/W3565757","https://openalex.org/W2129944235","https://openalex.org/W2019600130","https://openalex.org/W4387986293","https://openalex.org/W2151084831","https://openalex.org/W2355653351"],"abstract_inverted_index":{"Sequential":[0],"Monte":[1,47],"Carlo":[2,48],"methods\u2014also":[3],"known":[4],"as":[5],"particle":[6,42,68,77,90,116],"filters\u2014offer":[7],"approximate":[8],"solutions":[9],"to":[10,23,28,45,53,65],"filtering":[11,18,78],"problems":[12,19],"for":[13],"nonlinear":[14],"state-space":[15],"systems.":[16],"These":[17],"are":[20,118],"notoriously":[21],"difficult":[22],"solve":[24],"in":[25,51],"general":[26],"due":[27],"a":[29,85],"lack":[30],"of":[31,56,88,96,114],"closed-form":[32],"expressions":[33],"and":[34,71,110],"challenging":[35],"expectation":[36],"integrals.":[37],"The":[38],"essential":[39],"idea":[40],"behind":[41],"filters":[43],"is":[44],"employ":[46],"integration":[49],"techniques":[50],"order":[52],"ameliorate":[54],"both":[55],"these":[57,103],"challenges.":[58],"This":[59,80],"article":[60],"presents":[61],"an":[62],"intuitive":[63],"introduction":[64],"the":[66,89,94,100,115],"main":[67],"filter":[69,117],"ideas":[70],"then":[72],"unifies":[73],"three":[74],"commonly":[75],"employed":[76],"algorithms.":[79],"unified":[81],"approach":[82],"relies":[83],"on":[84],"nonstandard":[86],"presentation":[87],"filter,":[91],"which":[92],"has":[93],"advantage":[95],"highlighting":[97],"precisely":[98],"where":[99],"differences":[101],"between":[102],"algorithms":[104],"stem":[105],"from.":[106],"Some":[107],"relevant":[108],"extensions":[109],"successful":[111],"application":[112],"domains":[113],"also":[119],"presented.":[120]},"counts_by_year":[{"year":2026,"cited_by_count":3},{"year":2025,"cited_by_count":11},{"year":2024,"cited_by_count":11},{"year":2023,"cited_by_count":4}],"updated_date":"2026-04-10T15:06:20.359241","created_date":"2025-10-10T00:00:00"}
