A method, and program for implementing such method, for use in estimating a conditional probability distribution for past signal states, current signal states, future signal states, and/or complete pathspace of a non-linear random dynamic signal process, includes providing sensor measurement data associated therewith and state data including at least location and weight information associated with each of a plurality of particles as a function thereof. An estimate of the conditional probability distribution is compared for the signal state based on the state data for particles under consideration and such particles are resampled upon receipt of sensor measurement data. The resampling includes comparing weight information associated with a first particle (e.g., the highest weighted particle) with weight information associated with a second particle (e.g., the lowest weighted particle) to determine if the state data of the first and second particles is to be adjusted.
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