On using likelihood-adjusted proposals in particle filtering: local importance sampling

Abstract

An unsatisfactory property of particle filters is that they may become inefficient when the observation noise is low. In this paper we consider a simple-to-implement particle filter, called 'LIS-based particle filter', whose aim is to overcome the above mentioned weakness. LIS-based particle filters sample the particles in a two-stage process that uses information of the most recent observation, too. Experiments with the standard bearings-only tracking problem indicate that the proposed new particle filter method is indeed a viable alternative to other methods.