Abstract:In order to resolve the problem of particle degeneration, a particle filter based on Stiefel manifold and linear
optimizing resampling is proposed. System model is placed on Stiefel manifold, and Langevin distribution is used as
prior density and matrix normal distribution as likelihood function, such that a relative universal importance probability
density function is acquired. Further more, new particles are generated through linearly combining the selected particles
and abandoned particles in resampling process. The experiment results show the proposed particle filter has better filtering
efficiency, precision and rubustness.