Comments on "Gaussian particle filtering"
Yuanxin Wu, Xiaoping Hu, Dewen Hu, Meiping Wu · IEEE Transactions on Signal Processing · 2005
With the Gaussian assumption, the above paper proposed an optimal Gaussian filer under the particle filtering framework. This comment presents a different perspective from the standpoint of the conventional Gaussian filters. In this respect, the Gaussian particle filter actually extends the conventional Gaussian filter using Monte Carlo integration and the Bayesian update rule. Hopefully, the use of quasi-Monte Carlo integration in place of Monte Carlo integration will improve the particle filtering.