A marginalised particle filter for bearings-only tracking

A marginalised particle filter (PF) for bearings-only tracking in modified polar coordinates (MPC) is developed. Using an Euler approximation to the dynamical equation it is shown that the range can be marginalised out so that only the three remaining elements of the state vector need to be sampled in the PF. The marginalised PF in MPC is shown to significantly outperform existing PFs for BOT in a numerical example.