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Square-root imbedded cubature particle filter


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Square-root imbedded cubature particle filter
Liu HuaMiao ChenWu Wen
Ministerial Key Laboratory of JGMT,NUST,Nanjing 210094,China
non-linear non-Gaussian particle filter importance density function square-root imbedded cubature particle filter extended particle filter unscented particle filter cubature particle filter
In order to improve the accuracy of existing particle filters for general nonlinear systems with non-Gaussian noises,a new square-root imbedded cubature particle filter(SICPF)algorithm is proposed here.Unlike the conventional particle filter(PF),the new algorithm employs a square-root imbedded cubature Kalman filter(SICKF)to generate the importance density function.By integrating the latest observation information,the generated importance density function can match the real posterior density much more closely.Finally,a simulation based on a classical nonlinear and non-Gaussian system model is carried out.The simulation results show that the estimation error of the SICPF algorithm is about one-fourth of that of the EPF,two-thirds of that of the UPF and three fourths of that of CPF.The SICPF is an effective filter algorithm.


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Last Update: 2015-08-31