Improving the Gaussian Sum Particle filtering by MMSE constraint

In the paper, we proposed a new modification to the Gaussian sum particle filtering (GSPF) by incorporating a minimum mean square error constraint (MMSE-GSPF) in tracking parameter variation of dynamic state space model, the algorithm complexity is reduced yet. In addition, the MMSE-GSPF also shows better performance in tracking of time-varying parameters than the original Gaussian sum particle filtering.