A new continuous-time particle filter algorithm is proposed for solving the problems of nonlinear estimation of signal when describing the mathematical models of an observed object and a measuring system by means of stochastic differential equations. This algorithm can be used in the estimation problems related to navigation data processing. The algorithm verification is presented by example of a navigation system error estimation using geophysical field map data.

中文翻译：

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使用连续时间粒子滤波器解决导航数据估计的非线性问题

提出了一种新的连续时间粒子滤波算法，通过随机微分方程描述被观测对象和测量系统的数学模型时，解决了信号非线性估计的问题。该算法可用于与导航数据处理有关的估计问题。通过使用地球物理场地图数据的导航系统误差估计的示例来介绍算法验证。