2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/140878We consider multiscale stochastic systems that are partially observed at discrete points of the slow time scale. We introduce a particle filter that takes advantage of the multiscale structure of the system to efficiently approximate the optimal filter.to appear in ESAIM Proceedings (Workshop on Sequential Monte Carlo Methods: filtering and other applications, Oxford, 2006)Computationtext