Resampling Methods for Particle Filtering: Classification, implementation, and strategies

Two decades ago, with the publication of [1], we witnessed the rebirth of particle filtering (PF) as a methodology for sequential signal processing. Since then, PF has become very popular because of its ability to process observations represented by nonlinear state-space models where the noises of the model can be non-Gaussian. This methodology has been adopted in various fields, including finance, geophysical systems, wireless communications, control, navigation and tracking, and robotics [2]. The popularity of PF has also spurred the publication of several review articles [2]-[6].