Minimax Gaussian Mixture Particle Filtering
Hong-Wei Zhang, Qi Hu, Liyan Chen · 2022
Minimax Gaussian mixture particle filtering (MGPF) is developed for nonlinear non-Gaussian estimation in this paper. The minimax strategy is adopted to approximate the modified prior. Then, the latest spatial measurement and temporal evolution are introduced into the establishment of minimax Gaussian mixture importance distribution for PF, so as to update and correct the importance samples. Simulation results show the effectiveness of the proposed method.