SIRPF

The SIRPF class implements the sampling importance resampling particle filter.

Configuration

Configure the number of particles: Set the number of particles used by the filter with the setNumParticles() method.
Configure resampling: Set the minimum allowed normalized ESS in order to determine how often resampling will be performed with the setMinAllowedNormalizedESS() method.

Supported Models

System Models

Measurement Models

Likelihood

Literature

Branko Ristic, Sanjeev Arulampalam, and Neil Gordon, Beyond the Kalman Filter: Particle Filters for Tracking Applications. Section 3.5.1, Artech House Publishers, 2004.
Sanjeev Arulampalam, Simon Maskell, Neil Gordon, and Tim Clapp, “A Tutorial on Particle Filters for Online Nonlinear/Non-Gaussian Bayesian Tracking,” IEEE Transactions on Signal Processing, vol. 50, no. 2, pp. 174–188, Feb. 2002.