Title
Iterative Truncated Unscented Particle Filter
Abstract
The particle filter method is a basic tool for inference on nonlinear partially observed Markov process models. Recently, it has been applied to solve constrained nonlinear filtering problems. Incorporating constraints could improve the state estimation performance compared to unconstrained state estimation. This paper introduces an iterative truncated unscented particle filter, which provides a state estimation method with inequality constraints. In this method, the proposal distribution is generated by an iterative unscented Kalman filter that is supplemented with a designed truncation method to satisfy the constraints. The detailed iterative unscented Kalman filter and truncation method is provided and incorporated into the particle filter framework. Experimental results show that the proposed algorithm is superior to other similar algorithms.
Year
DOI
Venue
2020
10.3390/info11040214
INFORMATION
Keywords
DocType
Volume
state estimation, particle filter, iterative unscented Kalman filter, iterative truncated particle filter
Journal
11
Issue
Citations 
PageRank 
4
0
0.34
References 
Authors
0
4
Name
Order
Citations
PageRank
Yanbo Wang18814.39
Fasheng Wang200.34
Jianjun He3105.59
Fuming Sun423.40