“…Such Monte Carlo methods, usually denoted as particle filters, can be readily applied to either linear or non-linear models, with Gaussian or non-Gaussian errors (Andrieu et al , 2004a, 2004b; Arulampalam et al , 2001; Carpenter et al , 1999; Doucet et al , 2000, 2001; Johansen and Doucet, 2008; Kaipio et al , 2005; Liu and Chen, 1998; Liu and West, 2001; Del Moral and Jasra, 2007; Del Moral et al , 2006; Orlande et al , 2012; Ristic et al , 2004; Sheinson et al , 2014). The application of particle filters to the solution of inverse problems of state estimation in heat transfer can be found in references (Andrade et al , 2014; Bermeo Varon et al , 2015; Colaço et al , 2012; Lamien et al , 2014, 2015, 2016; Orlande et al , 2012; Silva et al , 2014; Varon et al , 2015; Vianna et al , 2010).…”