Digital Signal Processing Reference
In-Depth Information
Fig. 10.3
A graphical illustration of particle filter
10.3.1 Initialization
PF has some control parameters that must be set before the execution of the al-
gorithm. Moreover, the initial position of particles (i.e.,
x
0
for
j
=
1
,...,N
)is
initialized using a uniform random generator.
10.3.2 Propagation of Particles' Location
1, defined as
x
k
−
1
, is propagated by importance
The position of particle
j
at time
k
−
sampling as follows:
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