Inspec keywords: Bayes methods; Kalman filters; tracking; filtering and prediction theory; state estimation

Other keywords: state transition model; algorithm; recursive Bayesian filters; bootstrap filter; extended Kalman filter; simulation; measurement model; Gaussian noise; nonGaussian Bayesian state estimation; bearings only tracking problem; nonlinear Bayesian state estimation; state vector density; random samples

Subjects: Information theory; Simulation, modelling and identification; Other topics in statistics; Signal processing and detection; Other topics in statistics