A hybrid particle-stochastic map filter

Pengcheng Hao, Oktay Karakus, Alin Achim

Abstract: Highlights•A hybrid filter, PSMF, combines the particle filter and stochastic map filter.•The PSMF-L and PSMF-NL are based on linear and nonlinear transport maps, respectively.•The PSMF-L shows advantages for medium-to-large numbers of particles.•The PSMF-NL shows better resilience to parameter changes.