The indicator function I(•) takes the value one if the argument is true; otherwise, it takes zero. The purpose of each step of SMC is to derive a conversion from πt-1 (x t-1 ) to πt (x t ) based on the form in Eq. 16. To be specific, consider the following recursive formula derived by substituting the approximate distribution πt-1 (x t-1 ) into Eq. 16: