a C++ particle filter template
Particle filters or sequential Monte Carlo methods require sampling a large amount of particles at each iteration. This makes it particularly slow in MATLAB simulation. Therefore C++ implementation is desirable for the sake of speed. This template provides some useful C++ classes for users to simulate particle filters. We try to use the STL as much as possible to provide user with an intuitive and consistant interface.
written by Zhiyuan Weng ([email protected])
Distributed under GPL.