关键词: 增量粒子滤波, 辅助变量粒子滤波, 辅助增量粒子滤波, 滤波精度

Abstract: An auxiliary incremental particle filter method is proposed, while the algorithm process is established. The method can integrate increment form into the auxiliary particle filtering. It can solve the problem of unsetting up the accurate measurement likelihood function due to the unknown system errors in the practical engineering. On the other hand, the advantage of the auxiliary particle filtering which can select the important density function effectively by using the latest observation information is remained. This method decreases the numbers of resample obviously, preserves the diversity of the particle effectively and improves the accuracy of nonlinear filtering. Simulation results show that the method of auxiliary incremental particle filter can reduce the errors of nonlinear filtering effectively and increase the filtering accuracy by 50% compared to classical methods.

Key words: incremental particle filter, auxiliary particle filter, auxiliary incremental particle filter, filtering accuracy