Log-PF: Particle Filtering in Logarithm Domain

Algorithm 6

Generic-PF in lin-domain with weight calculation in log-domain (Generic Lin-Log-PF).

(1) for    do

(2) Draw: ;

(3) Calculate: according to (4);

(4) for    do

(5) Transfer and Normalize:

;

(6) Calculate: ;

(7) for    do

(8) Normalize: ;

(9) Calculate according to Table 1;

(10) if    then

(11) Resample with Algorithm 4: Obtaining

;