An Improved Particle Filtering Algorithm Using Different Correlation Coefficients for Nonlinear System State...

Particle filtering (PF) algorithm has found an increasingly wide utilization in many fields at present, especially in nonlinear and non-Gaussian situations. Because of the particle degeneracy limitation, various resampling methods have been researched. This article proposed an improved PF algorithm combining with different rank correlation coefficients to overcome the shortcomings of degeneracy. By simulating iteration operation in Matlab, it discovers that the proposed algorithm provides better accuracy than sequential importance resampling, Gaussian sum particle filter, and Gaussian mixture sigma-point particle filters in Gaussian mixture noise.