Rayleigh particle filter for nonlinear tracking system

Most papers on particle filtering are developed under the assumption that the distribution form of interfering noise is Gaussian, while the real physical systems would be more accurately modeled using non-Gaussian noises. This paper is examining the performance of particle filter for nonlinear tracking system with Rayleigh-distributed noises. We also investigate how Rayleigh particle filtering tends to give better RMSE than the Gaussian one, but needs longer execution time.