Journal of Systems Engineering and Electronics

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A particle filtering algorithm of state estimation on fusion of UKF and EKF

YU Hong-bo1, WANG Guo-hong1, Sun Yun1, Cao Qian2   

  1. 1.Institute of Information Fusion, Naval Aeronautical and Astronautical University,Yantai264001,China;
    2. Library of Naval Aeronautical and Astronautical University,Yantai264001,China
  • Received:2012-01-17 Revised:2013-01-15 Online:2013-07-22 Published:2013-05-15

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Abstract:

Based on the Extended Kalman Filter (EKF) algorithm and Unscented KalmanFilter (UKF) algorithm, a new fusion based particle filtering algorithm (FPF) is presented in this
paper, in which the importance density function is generated by means of a fusion algorithm. Toderive the importance density of samples, the state of each particle is predicted separatelyaccording to EKF and UKF. An application example is given to draw a comparison between thisnew algorithm and the existing particle filter algorithm(PF). The results show that new algorithmoutperforms the existing particle filter algorithm in all aspects.

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