I am trying to implement a particle filter for coupling gyro and electronic compass for better measuring device orientation. My question is, how do I...

I am trying to implement a particle filter for coupling gyro and electronic compass for better measuring device orientation. My question is, how do I compute the weights for the particles? I understand my state vector contains the angle and turn_rate and my observation vector contains the readings for the same from the compass and gyro. In my transition model, I just use the constant turn-rate assumption + random noise to move the particles to their next states. Then when I get a set of readings (angle + turn_rate) in the next time instant, how do I assign weights to the praticles? Is there a correlation function tht i can use? Thanks!