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Verified Commit 5c4cea76 authored by Stéphane Adjemian's avatar Stéphane Adjemian Committed by Stéphane Adjemian
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Add integration test for SIS (particle filter).

We verify that, in a linear model, the likelihood value obtained using
the SIS algorithm is equal to the likelihood value calculated with a
standard linear Kalman filter.
parent 940d9fa5
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