A Kalman filter is a linear quadratic equation which is used primarily in the guidance and navigation systems in our current vehicles. It has numerous other functions as well.
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Basically, kalman filter is the most popular function for smoothing a static model. In order to get make time series model workable, an optimal smoother required to fit the model.
phase change
A particle filter is usually used in statistics to estimate Bayesian models. a particle filter is also known as a sequential Monte Carlo method (SMC).
A filer, no clue. But a Triangular Filter is different. A Triangular filter is a linear filter usually used as a smoother. =D
Provided Details as to what this filter was used on then perhaps someone can help.