Particle Filter Learning with MATLAB Implementation

Resource Overview

MATLAB learning program for particle filters featuring straightforward implementation with configurable parameters, designed to facilitate understanding of algorithm principles through practical code examples.

Detailed Documentation

In this learning program, we will conduct an in-depth exploration of particle filter algorithms, including their fundamental principles and practical applications. The program provides flexible parameter configurations through MATLAB's input handling functions, allowing customizable settings for particle count, resampling methods, and noise models. We will demonstrate algorithm implementation using MATLAB's matrix operations and statistical toolboxes, covering key components such as importance sampling with systematic_resample() functions and state estimation techniques. The curriculum includes performance optimization strategies using vectorization and preallocation methods to enhance computational efficiency. Through step-by-step code analysis, we will examine core algorithm components including prediction-update cycles and likelihood calculation, establishing a solid foundation for real-world applications through practical MATLAB simulations.