Sequential Monte Carlo Methods for Bayesian Filtering

29th May 2008This thesis is written in LATEX 2ε with the ‘uib-mi-master ’ document class, developed by Karl Ove Hufthammer. It was compiled using pdfeTeX-1.21a on 29th May 2008. The body text is 11 point URW Palladio with small caps. The maths font is URW Palladio and Pazo Math, the heading font is HV Math, and the computer code font is Bera Mono. Acknowledgements I would first like to thank my supervisor Hans Arnfinn Karlsen for good guidance on my thesis and for many advices and insightful discussions about statistics in general over the last two years. I would also like to thank the following persons: Geir Storvik for mail correspondence. My fellow students for many hours of theoretical discussions and social activities: Andrea