Improved Unscented Particle Filtering Algorithm

An improved Unscented Particle Filter (UPF) algorithm was proposed.Compared with traditional UPF,it has been improved at two points.First,when producing particle cloudy,it directly uses the current particle estimation of Unscented Kalman Filter (UKF) as new particle,which guarantees the validity of particles and eliminates the re-sampling process after UKF as well;then,according to the new particle-producing method,a weight-calculating formula is re-defined,so as to avoid the complicated computation of proposal probability of every particle.A simulation shows that the Improved UPF (I-UPF) can effectively enhance the tracking stability and tracking precision and reduce computational cost at the same time.