According to an implementation, a set of particles is provided for use in
estimating a location of a state of a dynamic system. A local-mode
seeking mechanism is applied to move one or more particles in the set of
particles, and the number of particles in the set of particles is
modified. The location of the state of the dynamic system is estimated
using particles in the set of particles. Another implementation provides
dynamic state estimation using a particle filter for which the particle
locations are modified using a local-mode seeking algorithm based on a
mean-shift analysis and for which the number of particles is adjusted
using a Kullback-Leibler-distance sampling process. The mean-shift
analysis may reduce degeneracy in the particles, and the sampling process
may reduce the computational complexity of the particle filter. The
implementation may be useful with non-linear and non-Gaussian systems.