Intelligent adaptive unscented particle filter with application in target tracking

Abstract

The particle filter (PF) perform the nonlinear estimation and have received much attention from many engineering fields over the past decade. However, the standard PF is inconsistent over time due to the loss of particle diversity caused mainly by the particle depletion in resampling step and incorrect a priori knowledge of process and measurement noise. To overcome these problems, intelligent adaptive unscented particle filter (IAUPF) is proposed in this paper. The IAUPF uses an adaptive unscented Kalman filter filter to generate the proposal distribution, in which the covariance of the measurement and process of the state are online adjusted by predicted residual as adaptive factor based on a covariance matching technique. In addition, it uses the genetic operators to increase diversity of particles. Three experiment examples show that IAUPF mitigates particle impoverishment and provides more accurate state estimation results compared with the general PF. The effectiveness of IAUPF is demonstrated through Monte Carlo simulations. The simulation results demonstrate the effectiveness of the proposed method.