Particle smoother for nonlinear systems with colored measurement noises
Yulong Huang, Yonggang Zhang, Zhemin Wu, Ning Li · 2016
In this paper, a new particle smoother (PS) is proposed to solve the nonlinear and non-Gaussian smoothing problem of nonlinear systems with colored measurement noises based on measurement differencing scheme. The proposed PS has the same computational complexity as standard PS designed for nonlinear systems with white measurement noises. The superior performance of the proposed PS as compared with existing methods is illustrated in a numerical example concerning passive ranging problem.