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Table 1 Features of the considered likelihood approximation schemes

From: Multiple particle filtering for tracking wireless agents via Monte Carlo likelihood approximation

 Applicable to vector statesBased on Gaussian and Taylor approx.2nd-order approx. for mean2nd-order approx. for varianceExploits full particle description
PE, [8]§×n.a.n.a.×
[14]×××
GA××
EGA×
MCAn.a.n.a.n.a.
  1. n.a. not applicable
  2. §Uses point estimates only
  3. Equations are given only for scalar states
  4. Generalization of [14] to vector states
  5. Extension of GA to a full second-order Taylor approximation