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* [[Particle filter]], a Sequential Monte Carlo (SMC) based technique, which models the PDF using a set of discrete points
* '''Grid based estimators''', which subdivide the PDF into a discrete grid
== External links ==
* [http://citeseer.ist.psu.edu/504843.html A Tutorial on Particle Filters for On-line Non-linear/Non-Gaussian Bayesian Tracking], IEEE Transactions on Signal Processing (2001)
[[Category:Estimation theory]]
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