Bootstrap Particle Filtering
James V. Candy · IEEE Signal Processing Magazine · 2007
This article provides an overview of nonlinear statistical signal processing based on the Bayesian paradigm. The next-generation processors are well founded on MC simulation-based sampling techniques. The development of the sequential Bayesian processor is reviewed using the state-space models. The popular bootstrap algorithm was outlined and applied to an ocean acoustic synthetic aperture towed array target tracking problem to test the performance of a particle filtering technique.