A new unscented particle filter

@article{Cheng2008ANU,
  title={A new unscented particle filter},
  author={Qi Cheng and Pascal Bondon},
  journal={2008 IEEE International Conference on Acoustics, Speech and Signal Processing},
  year={2008},
  pages={3417-3420}
}
We present a new unscented particle filter for dynamic systems that outperforms the general particle filter and the unscented particle filter when the variance of the observation noise is small. Our algorithm uses a bank of unscented Kalman filters to refine the prediction in particle filter. The key difference with the traditional unscented particle filter is the introduction of an auxiliary model and a bank of unscented Kalman filter with this auxiliary model to generate the importance… CONTINUE READING