Solving the Nonlinear Problems of Estimation for Navigation Data Processing Using Continuous-Time Particle Filter

A new continuous-time particle filter algorithm is proposed for solving the problems of nonlinear estimation of signal when describing the mathematical models of an observed object and a measuring system by means of stochastic differential equations. This algorithm can be used in the estimation problems related to navigation data processing. The algorithm verification is presented by example of a navigation system error estimation using geophysical field map data.


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  • Accession Number: 01706456
  • Record Type: Publication
  • Files: TRIS
  • Created Date: Apr 27 2019 3:15PM