Abstract: The invention relates to a method of tracking a state of a mobile electronic device and to a mobile electronic device including processing apparatus arranged to perform the method. A method of tracking a state of a mobile electronic device, the method comprising iteratively performing: (i) representing the state of the mobile electronic device using a grid comprising a plurality of cells, each cell representing a region in state space defined by one or more state variables and having a probability value that the state of the mobile electronic device is within that region in state space, the grid being bounded to include only cells having a probability value above a predetermined threshold; (ii) obtaining measurement signalling indicating values of one or more state variables; (iii) updating the probability values of the grid based on the measurement signalling and rebounding the grid.