Log-PF: Particle Filtering in Logarithm Domain

Algorithm 3

Generic-PF in log-domain (Generic Log-PF).

(1) for    do

(2) Draw: ;

(3) Calculate: according to (4);

(4) Calculate: ;

(5) for   do

(6) Normalize: ;

(7) Calculate according to Table 1;

(8) if  then

(9) Resample with Algorithm 4: Obtaining

;