In this paper, we develop a drift homotopy implicit particle filter method. The methodology of our approach is to adopt the concept of drift homotopy in the resampling procedure of the particle filter method for solving the nonlinear filtering problem, and we introduce an implicit particle filter method to improve the efficiency of the drift homotopy resampling procedure. Numerical experiments are carried out to demonstrate the effectiveness and efficiency of our drift homotopy implicit particle filter.

翻译：在本文中,我们开发了一种漂浮同质隐含粒子过滤法。我们的方法是,在解决非线性过滤问题的粒子过滤法的抽样程序中采用漂浮同质体过滤法的概念,我们引入了一种隐含的粒子过滤法,以提高漂浮同质体抽取程序的效率。我们进行了数字实验,以证明我们漂移同质隐含粒子过滤法的效力和效率。