Methods like affine transformation and particle filtering are commonly used for this but is there any other algorithm which gives good results?
Bayes Theorem, Bayesian Network, Hidden Markov Chain, Kalman Filters...
Try these techniques. Reference Book: Artificial Intelligence, by Russell-Norvig.
Good Luck.
Kalman filter, HMM, etc.
Bayesian Statistics, Extended Kalman Filter, Particle Filters, Markov Chain, Monte Carlo Localization, Rao-Blackwellized Particle Filter..
Well, for linear systems the Kalman filter is proved to be the optimal filter.
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