International Journal of Intelligent Mechatronics and Robotics, 3(2), 55-66, April-June 2013 55
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ABSTRACT
This paper presents a new robust adaptive unscented particle fltering algorithm by adopting the concept of
robust adaptive fltering to the unscented particle flter. In order to prevent particles from degeneracy, this
algorithm adaptively determines the equivalent weight function according to robust estimation and adaptively
adjusts the adaptive factor constructed from predicted residuals to resist the disturbances of singular obser-
vations and the kinematic model noise. It also uses the unscented transformation to improve the accuracy of
particle fltering, thus providing the reliable state estimation for improving the performance of robust adaptive
fltering. Experiments and comparison analysis demonstrate that the proposed fltering algorithm can effectively
resist disturbances due to system state noise and observation noise, leading to the improved fltering accuracy.
Robust Adaptive Unscented
Particle Filter
Li Xue, School of Automatics, Northwestern Polytechnical University, Xi’an, China
Shesheng Gao, School of Automatics, Northwestern Polytechnical University, Xi’an, China
Yongmin Zhong, School of Aerospace, Mechanical and Manufacturing Engineering, RMIT
University, Bundoora, VIC, Australia
Keywords: Adaptive Factor, Equivalent Weight Function, Particle Filter, Robust Adaptive Filtering,
Unscented Particle Filter, Unscented Transformation
1. INTRODUCTION
The problem of nonlinear filtering is common
in many areas such as integrated navigation
system, geodetic positioning, automatic control,
information fusion and signal processing. The
extended Kalman filtering is a commonly used
filtering method to nonlinear systems (Julier,
Uhlmann & Durrant-Whyte, 2000; Lefebvre,
Bruyninckx & Schutter, 2004). This is an
approximation method, in which nonlinear
system equations are linearized by the Taylor
expansion and the linearized states are as-
sumed to obey the Gaussian distribution. The
linearization stage of the state equations may
lead to a problem of divergence or instability
(Simon, 2006). Especially, when the practical
probability function has multiple peak values,
the estimated state error is very large or even
divergent (Grewal & Andrews, 2008). The
unscented Kalman filtering (UKF) method
combines the concept of unscented transform
with the Kalman filtering (Julier & Uhlmann,
2004; Wan & van der Merwe, 2000). This
method inherits the linear update structure of the
Kalman filtering. It uses only the second-order
system moments, which may not be sufficient
for some nonlinear systems.
The particle filtering (PF) is an optimal
recursive Bayesian filtering method based on
DOI: 10.4018/ijimr.2013040104