Simple particle filter implementation in Julia - works with POMDPs.jl models or others.
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Updated Last
1 Month Ago
Started In
February 2017


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This package provides some simple generic particle filters, and may serve as a template for making custom particle filters and other belief updaters. It is compatible with POMDPs.jl, but does not have to be used with that package.


In Julia:



Basic setup might look like this:

using ParticleFilters, Distributions

dynamics(x, u, rng) = x + u + randn(rng)
y_likelihood(x_previous, u, x, y) = pdf(Normal(), y - x)

model = ParticleFilterModel{Float64}(dynamics, y_likelihood)
pf = SIRParticleFilter(model, 10)

Then the update function can be used to perform a particle filter update.

b = ParticleCollection([1.0, 2.0, 3.0, 4.0])
u = 1.0
y = 3.0

b_new = update(pf, b, u, y)

This is a very simple example and the framework can accommodate a variety of more complex use cases. More details can be found in the documentation linked to below.

There are tutorials for three ways to use the particle filters:

  1. As an estimator for feedback control,
  2. to filter time-series measurements, and
  3. as an updater for POMDPs.jl.


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