Rao-Blackwellized Auxiliary Particle Filters for Mixed Linear/Nonlinear Gaussian models
The Auxiliary Particle Filter is a variant of the common particle filter which attempts to incorporate information from the next measurement to improve the proposal distribution in the update step. This paper studies how this can be done for Mixed Linear/Nonlinear Gaussian models, it builds on a previously suggested method and introduces two new variants which tries to improve the performance by u