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. 2017 Dec 21;18(1):8. doi: 10.3390/s18010008
Algorithm 2 Support vector learning-based particle filter algorithm
  • 1:

    Initialization: generate Np initial particles {x0i,i=1,Np} and give them uniform weights {w0i=1/Np,i=1,,Np}

  • 2:

    for all k=1,2 do

  • 3:

    for all i=1,2Np do

  • 4:

      - Draw particles according to state transition model (4)

  • 5:

      xkip(xk|xk1i)

  • 6:

      - Compute the observation according to the Algorithm 1

  • 7:

      Zk=Zk(ν+1)

  • 8:

      - Compute the likelihood function based on (30): p(Zk|xki)=N(Zk;xki,σ)

  • 9:

      - Update the weights based on (31): wki=wk1i12πσexpZkxki22σ2

  • 10:

    end for

  • 11:

     - Obtain total particle weights wki(i=1,2Np)

  • 12:

     - Normalize the weight: wki=wki/i=1Npwki

  • 13:

     - Resample the particles according to the weights wki:weed out low-weight particles

  • 14:

     - Estimate the target state X^k=i=1Npwkixki

  • 15:

    end for