A kalman-particle kernel filter and its application to terrain navigation

A new nonlinear filter, the KalmanParticle Kernel Filter (KPKF) is proposed. Compared with other particle filters like Regularized Particle Filter (RPF), it adds a local linearization in a kernel representation of the conditional density. Therefore, it strongly reduces the number of redistributions which causes undesirable Monte Carlo fluctuations. This new filter is applied to terrain navigation, which is a nonlinear and multimodal problem. Simulations show that the KPKF outperforms the classical particle filter.