Particle filters, also known as Sequential Monte Carlo
filters, rooted in Bayesian estimation, have recently been
the focus of research for nonlinear and/or non-Gaussian
applications. These filters find applications to problems
that can be formulated by dynamic state space (DSS)
models. DSS models describe the evolution of a state of
interest with time and the observations as a function of
the state. Particle filters are used to estimate the
unobserved states or their functions based on the given
observations. They outperform other filters, such as
Kalman filter, Extended Kalman filter, and Grid-based
methods, in many important practical situations. As an
important advantage and in contrast to alternative
approaches, Particle filters are scalable and their
complexity increases linearly with the DSS dimension. Of
particular interest is the application of Particle filters
in digital communication systems, where the system in
general is non-linear non-Gaussian, and multi-dimensional.
Therefore, Particle filters offer promising performance
advantages to different applications in digital
communication receivers. These applications require
real-time processing of the received data; thus, the major
research objective is to develop a good theoretical and
analytical understanding of particle filters and their
applications in digital communication systems.