Survey of sampling nonlinear filter

A systemic overview of sampling nonlinear filter is presented. By careful analysis of sampling approach, the sampling nonlinear filter is grouped into two broad classes: deterministic sampling nonlinear filter and random sampling nonlinear filter. Then the general scheme of each group is presented. Under the general scheme of deterministic sampling nonlinear filter, unscented Kalman filter and Gaussian sun filter is described; under the general scheme of random sampling nonlinear filter, particle filter and its different variation is described. Furthermore, the application and development of sampling nonlinear filter are reviewed. The possible future directions of the sampling nonlinear filter are finally discussed.