Recommended literature (parts selected after agreement with the supervisor)
1. V. Peterka, Bayesian System Identification, in P. Eykhoff "Trends and Progress in System Identification", Pergamon Press, Oxford, 239-304, 1981.
2. A. Doucet, V.B. Tadic, Parameter estimation in general state-space models using particle methods, Annals of the institute of Statistical Mathematics,55(2),409-422,2003.
3. A. Doucet, M. Johansen, A tutorial on particle filtering and smoothing: 15 years later, In: Handbook of Nonlinear Filtering, Oxford Univ. Press, UK, 2011.
4. M. Kárný, On Assigning Probabilities to New Hypotheses, Pattern Recognition Letters, 150(1), 170-175, 2021.