粒子滤波（Particle Filtering）是基于贝叶斯估计的一种估计算法，在制导，导航，通信，金融中用着广泛应用。该程序实现了基于粒子滤波方法的动目标跟踪。-Particle Filter (Particle Filtering) is an estimate based on Bayesian estimation algorithm, using the widely used in guidance, navigation, communications, finance. The

The performance of the program has reached a high level, The final weight matrix is ??the filter coefficient, Including principal component analysis, factor analysis, Bayesian analysis.