Research of Sequential Monte Carlo Filtering Techniques Based on Weighted Sampling
Bingbing Yan · Fire Control and Command Control · 2012
In disposing nonlinear filter question,the several filter methods,by utilizing model approximation or computation approximation,have applicability in some specific situation.In recent years,along with rapid development of computer handling ability,the sequential Monte Carlo filter method is proposed.Because the method possesses the strong potentiality in the processingcomplex non-linearity and the non-Gauss questions,it has caught people's attention.In this paper,the basic thoughts and principles of the sequential Monte Carlo filter algorithm are introduced.Then some critical technologies of the filter method are summarized and analyzed.Finally,some issues are pointed out which should be the focus of future study.