In this thesis, we first introduce two basic problems of filter, the nonlinear filtering and model selection problem. We show that both of them can be solved by the unnormalized filter approach. Then several web based particle filter algorithms will be discussed. We extend the resampled and branching system on single computer platform to a web based platform. The performance and execution time of these algorithms will be compared upon two simulation models. We define a parameter, called

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... ap Factor", which is a reasonable way to compare different particle filters. By Bootstrap Factor, we show that the web based branching system performs much better than the double resampled system. iii Acknowledgment I would like to express my gratitude to all those guys who gave me help to complete this project and thesis. I am deeply thankful to my supervisor Dr. Michael Kouritzin. He gave a lot of valuable suggestions on programming the model and writing this thesis.