a C++ particle filter template
Particle filters or sequential Monte Carlo methods require sampling a large amount of particles at each iteration. This makes it particularly slow in MATLAB simulation. Therefore C++ implementation is desirable for the sake of speed. This template provides some useful C++ classes for users to simulate particle filters. We try to use the STL as much as possible to provide user with an intuitive and consistant interface.
written by Zhiyuan Weng (zhiyuan.weng@gmail.com)
Distributed under GPL.