Particle flow for nonlinear filters

We have solved the well known and important problem of particle degeneracy for particle filters. Our filter is roughly seven orders of magnitude faster than standard particle filters for the same estimation accuracy. The new filter is four orders of magnitude faster per particle, and it requires roughly three orders of magnitude fewer particles to achieve the same accuracy as a standard particle filter. Typically we beat the EKF or UKF accuracy by approximately two orders of magnitude for difficult nonlinear problems.