Auxiliary particle filter

The auxiliary particle filter (APF) is an advanced version of the traditional particle filter, which is used for nonlinear and non-Gaussian state estimation problems, often in the context of dynamic systems. The particle filter represents the posterior distribution of a system's state using a set of weighted samples (particles). It is particularly useful in situations where the state transition and/or observation models are complex and cannot be easily linearized. **Key Characteristics of the Auxiliary Particle Filter:** 1.