Overview of particle filter algorithm

The Algorithm and applications related to particle filter are surveyed. Aiming at the nonlinear/non-Gaussian filter problem, the generic ideas of particle filter are given, based on the analysis of standard algorithm of sampling-importance-resampling filter, the problems of particle filter are discussed and some improvement methods are illustrated. From view of probability density function, the comparisons between particle filter and others non-linear filter algorithms and applicability are introduced, some applications in the developed areas are reviewed, Finally, further research directions are pointed out.