本手册主要介绍粒子滤波的基本原理和其在非线性系统的应用。同时本手册最大的优点是介绍原理和应用的同时，给出实现例子的matlab代码程序，方便读者对照公式，理解代码。因此，它是相关方面的研究者快速上手和进入研究领域的快捷工具。同时，对于有一定基础的研究者，可以在本手册提供代码的基础上，做算法进一步改进和深入研究。-This manual describes the basic principles of particle filter and its application in nonlinear systems. The biggest advantage of this manual is to introduce the principles and applications of the same time, given the matlab code example implementation program, formula for the convenience of readers, to understand the code. Therefore, it is relevant researchers to quickly get up and running enter research areas shortcut tool. , Based researchers, on the basis of this manual code to do the algorithm to further improve and in-depth study.