“…Estimating the internal state of a dynamic system from noisy observations is a common problem in the field of statistical signal processing [1–3], which finds various applications in navigation and guidance system such as radar tracking [4], sonar ranging [5] and satellite localisation [6]. One of the most popular techniques for state estimation are the Bayesian filtering methods in the context of stochastic dynamics systems, which computes the posterior probability density of the target system state recursively based on the Bayes’ theorem [7].…”