Log-PF: Particle Filtering in Logarithm Domain

Algorithm 4

Resampling in log-domain.

(1) Initialize the log-CDF: ;

(2) for    do

(3) Construct log-CDF using the Jacobian logarithm:

;

(4) ;

(5) Draw starting point: ;

(6) for    do

(7) ;

(8) while    do

(9) ;

(10) Assign: ;