I'm interested in the simple algorithm for particles filter given here. It seems very simple but I have no idea on how to do it practically. Any idea on how to implement it (just to better understand how it works) ?
Edit: This is a great simple example that explain how it works. I've tried to implement it in C++: see my code here, but I'm note sure if I do it the right way. Can you please check if I understood it well, or there are some misunderstanding according to my code ?