Abstract:

In order to solve particle degeneracy phenomenon and simultaneously avoid sample impoverishment, this paper proposed an improved particle filter based on fine resampling algorithm for general case, called as particle filter with fine resampling (PF-FR). By introducing distance-comparing process and generating new particle based on optimized combination scheme, PF-FR filter performs better than generic sampling importance resampling particle filter (PF-SIR) both in terms of effectiveness and diversity of the particle system, hence, evidently improving estimation accuracy of the state in the nonlinear/non-Gaussian models. Simulations indicate that the proposed PF-FR algorithm can maintain the diversity of particles and thus achieve the same estimation accuracy with less number of particles. Consequently, PF-FR filter is a competitive choice in the applications of nonlinear state estimation.

Key words:

particle filter, fine resampling, particle degeneracy, sample impoverishment, optimized combination