Particle filtering

Recent developments have demonstrated that particle filtering was an emerging and powerful methodology for sequential signal processing with a wide range of applications in science and engineering. It captured the attention of many researchers in various communities including those of signal processing, statistics, and econometrics, and this interest stems from its potential for coping with difficult nonlinear and/or non-Gaussian problems. This paper presents a brief review of the particle filtering theory, and then show how it can be used for resolving many problems in wireless communications.