There are plenty of applications in system control, when you want to estimate a variable within a system (sometimes, it's just too hard or expensive to set a se

There are plenty of applications in system control, when you want to estimate a variable within a system (sometimes, it's just too hard or expensive to set a sensor). I've been close to applications that estimate the state-of-health and state-of-charge of lithium-ion batteries. I myself worked in volatility estimation of financial returns using Particle Filter (very similar principle, but usable with non-additive and/or non-Gaussian noise). Here's some work on applications in Failure Prognosis: http://icsl.gatech.edu/aa/images/e/ed/Pfafdfp.pdf http://icsl.gatech.edu/aa/images/e/ed/Pfafdfp.pdf