Solving the Nonlinear Problems of Estimation for Navigation Data Processing Using Continuous-Time Particle Filter

Abstract

A new continuous-time particle filter algorithm is proposed for solving the problems of nonlinear estimation of signal when describing the mathematical models of an observed object and a measuring system by means of stochastic differential equations. This algorithm can be used in the estimation problems related to navigation data processing. The algorithm verification is presented by example of a navigation system error estimation using geophysical field map data.