The hybrid annealed particle filter
Du Zheng-Cong, Bin Tang, Ke Li, (1)电子科技大学电子工程学院，成都 610054; (2)电子科技大学电子工程学院，成都 610054;攀枝学院，攀枝花 617000 · Acta Physica Sinica · 2006
In this paper, a new particle filter based on sequential importance sampling (SIS) is proposed for the on-line estimation of non-Gaussian nonlinear systems. In this filtering method, state parameters separation and an annealing parameter are used to produce importance function. Since the distribution function makes full use of the prior, likelihood, and statistical characteristics of noise and the newest observation data, it is much closer to posterior distributions. Theoretical analysis and simulation show that the performance of proposed particle filter outperforms the standard particle filter and the extended Kalman filter.