Study on Importance Function for Particle Filter

As an important nonlinear filter theory, particle filter is a heated issue in domestic and foreign researches. The option of importance density is one of the key steps of particle filter algorithm. The proper option of importance density can minish the negative influence of filter algorithm caused by degeneracy problem. This paper introduces several widely-used options of importance density systemically, and analyzes their features and applied perspectives respectively. The paper also advances a comprehensive method of importance density, analyzes its technical features, explores the adjudgement and improvement of this method based on various performance, and finally puts forward the necessary further study according to the engineer requirements.