Overview of particle filter and its applications in integrated navigation system

Traditional Extended Kalman Filter(EKF) may bring serious model errors.To overcome this problem,an algorithm of particle filtering was developed.It could be directly applied to the nonlinear model of the initial system,and could get good filtering result whether the system noise or measured noise was Gaussian or not.The paper introduced the filtering algorithm and its applications in INS,including Bayesian state estimation and Sequential Mote Carlo sampling.To overcome the degeneracy in particle filtering,an importance sampling and re-sampling method was introduced into the algorithm.The applications of particle filtering in navigation system were presented at last.