Interacting Multiple Model Algorithm with the Unscented Particle Filter (UPF)

The Unscented Particle Filter

In this paper, we propose a new particle filter based on sequential importance sampling. The algorithm uses a bank of unscented filters to obtain the importance proposal distribution. This proposal has two very "nice" properties. Firstly, it makes efficient use of the latest available information and, secondly, it can have heavy tails. As a result, we find that the algorithm outperforms standar...

Robust Adaptive Unscented Particle Filter

An unscented particle filter for ground maneuvering target tracking

In this study, an unscented particle filtering method based on an interacting multiple model (IMM) frame for a Markovian switching system is presented. The method integrates the multiple model (MM) filter with an unscented particle filter (UPF) by an interaction step at the beginning. The framework (interaction/mixing, filtering, and combination) is similar to that in a standard IMM filter, but...

Initializing An Unscented Kalman Filter Using A Particle Filter

This work develops an algorithm to initialize an Unscented Kalman Filter using a Particle Filter for applications with initial non-Gaussian probability density functions. The method is applied to estimating the position of a road vehicle along a one-mile test track using terrain-based localization where the pitch response of the vehicle is compared to a premeasured pitch map of the test track. ...

Unscented Auxiliary Particle Filter Implementation of the Cardinalized Probability Hypothesis Density Filters

The probability hypothesis density (PHD) filter suffers from lack of precise estimation of the expected number of targets. The Cardinalized PHD (CPHD) recursion, as a generalization of the PHD recursion, remedies this flaw and simultaneously propagates the intensity function and the posterior cardinality distribution. While there are a few new approaches to enhance the Sequential Monte Carlo (S...