Particle Filter Implementation in Python Author: Aleksandar Haber Date: December 2023
Note this:
This Python source file implements a simple particle filter. It implements the
bootstrap particle filter which is also known
as the sequential importance resampling particle (SIR) filter.
Note that the code is not optimized, and everything is implemented such
someone who only has basic knowledge of Python can perfectly understand
the code. Of course, we can write a more fancier and more professional
implementation by using an object oriented approach, however,
such an implementation will not be easily understandable by complete beginners.
Also, we do not want to blur the main ideas of the algorithm with advanced
implementation.
In our future tutorials, we will explain how to implement particle filters in a more efficient and disciplined manner
Tutorial Webpages: Tutorial Part 1 (Problem Formulation): https://aleksandarhaber.com/clear-and-concise-particle-filter-tutorial-with-python-implementation-part-1-problem-formulation/
Tutorial Part 2 (Derivation of Algorithm): https://aleksandarhaber.com/clear-and-concise-particle-filter-tutorial-with-python-implementation-part-2-derivation-of-particle-filter-algorithm-from-scratch/
Tutorial Part 3 (Python implementation): https://aleksandarhaber.com/clear-and-concise-particle-filter-tutorial-with-python-implementation-part-3-python-implementation-of-particle-filter-algorithm/