For colored noise system filtering fusion of vessel integrated navigation, the paper promote present sequential filtering algorithm from deal with white noise system to colored noise.
针对舰船组合导航中的有色噪声系统滤波融合问题，本文将现有的能处理白噪声的顺序滤波算法推广到有色噪声系统情形。
Recently, sequential Monte Carlo theory has been applied abroad in different domains such as self-determined navigation, non-linear estimation and finance, and it attracts researchers more and more.
近年来序列蒙特卡罗理论及其应用在自动导航﹑非线性估计与金融等诸多领域受到了越来越广泛的关注。
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