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I am new to particle filtering. I can see when particle filters are used with Ensemble Kalman's, the velocity of the states are taken care of by the Kalman.

When tracking using particle filters only with position-only measurements, how do you get the velocity for propagating the particle by the transition function ? In Kalman filters, the filters smooth through the difference in position measurements. I don't see that in particle filters. Wondering if you provide velocity as a pseudomeasurement by differencing successive measurements ?

Thanks for any help

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  • $\begingroup$ Well, I kind of figured it out by implementing it. PFs kind of random walk into the right velocity/acceleration states even though they don't have explicit measurements. The weight update equations take care of it, as the gain in Kalmans do. $\endgroup$ – jschoe Jul 16 at 23:54

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