Review on Particle Filters
Zhang Jian-yun · Journal of Astronautics · 2008
To begin with the derivation of the optimal Bayesian filtering,this paper presents an in-depth survey on particle filtering (PF),including its history,basic idea,key steps of algorithm,framework of filtering and its convergence.Noteworthy variants of PF are also covered,such as auxiliary variable PF,adaptive PF,real-time PF,distributed PF,Rao-Blackwellised PF,resampling-free PF and fission bootstrap PF.To achieve a comparative knowledge between various PFs,several kinds of typical PF algorithms are illustrated with a complicated recursive nonlinear filtering example by Monte Carlo simulations.And the paper is concluded with a brief review of PF's possible application areas and the promising results to be established in the future.