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《Journal of Geodesy and Geodynamics》 2008-03
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PARTICLE FILTER BASED ON ADAPTIVE UNSCENTED KALMAN FILTER

Nie Jianliang(School of Geological and Surveying Engineering,Chang'an University,Xi'an 710054)  
In order to improve the quality of sampling,the use of adaptive Unscented Kalman filtering(AUKF) for importance sampling in particle filter is researched as the standard particle filter has degeneracy.The adaptive factor based on adaptive filtering is used to adjust the proportion of observation and dynamic model of Unscented Kalman filtering(UKF),and to make the covariance of the predicated vector approach the true value.This way,it can improve the accuracy of importance sampling,and further improve the accuracy of particle filters.The precision of particle filter using adaptive UKF is the best among the improved particle filter by use of sequential importance sampling(SIS),extended Kalman filtering(EKF),adaptive extended Kalman filtering(AEKF),Unscented Kalman filtering(UKF) and adaptive Unscented Kalman filtering(AUKF) for importance sampling in a simulated example.It has been proveed that particle filter taking adaptive UKF as importance sampling function is a kind of efficient way to improve the precision of particle filter.
【Fund】: 国家自然科学基金(4027400240474001);; 武汉大学地球空间环境与大地测量教育部重点实验室测绘基础研究基金(1469990324233-04-02)
【CateGory Index】: O242.2
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