The software implements particle filtering and Rao Blackwellised particle filtering for conditionally Gaussian Models. The RB algorithm can be interpreted as an efficient stochastic mixture of Kalman filters. The software also includes efficient stat

"Particle filters for state and parameter estimation in batch processes"

一个C++粒子滤波模板 粒子过滤器或连续的蒙特卡洛方法需要在每次迭代中采样大量的粒子。这使得它在MATLAB仿真特别慢。因此，为速度的缘故，需要执行的是可取的。此模板提供了一些有用的为用户模拟粒子过滤器的+ +类。- This template provides some useful C++ classes for users to simulate particle filters. We try to use the STL as much as possible to provide