Resampling codes for PF
I have coded a serial of resampling methods for particle filtering in Matlab. These resampling methods together with their pseudo-codes are reviewed in my following tutorial paper.
T. Li, M. Bolic, P. Djuric, Resampling methods for particle filtering: Classification, implementation, and strategies, IEEE Signal Processing Magazine, 2015, vol.32, no.3, pp. 70-86. @: IEEE Xplore
Since quite a few explanations are made in these .m codes, please refer to the paper for details. See also a simulation comparison of a dozen of these methods based on a classic model, as well as a new resampling method called minimum-sampling-variance (MSV) Resampling in my following Companion paper
T. Li, G. Villarrubia, S. Sun, J. M. Corchado, J. Bajo. Resampling methods for particle filtering: identical distribution, a new method and comparable study, Frontiers of Information Technology & Electronic Engineering, 2015 16(11):969-984. @ FITEE open access
The shared resampling methods include:
Multinomial resampling
Stratified resampling
Systematic resampling
Residual resampling
Residual Systematic resampling
Branch-kill
Rounding-copy
Reallocation
Optimal resampling
Deterministic resampling
Simplified Partial resampling
KLD-resampling (1-D only)
Metropolis resampling
Local Selection resampling
+ MSV resampling