Abstract
There has been significant recent interest of particle filter for the state estimation of the nonlinear stochastic system. Particle filter is a sequential Monte Carlo simulation based on nonlinear filtering algorithm for the nonlinear non- Gaussian filter problem. An overview of the status and development of research on particle filter is presented. The principle, evolution, and patents of particle filter algorithm are described and further research prospects are introduced.
Keywords: Bayesian estimation, nonlinear filter, particle filte