Nonlinear System State Estimating Using Unscented Particle Filters

The UKF algorithm for tracking moving objects has fast convergence speed and good tracking performance without the derivative computation. However, this algorithm has serious drawbacks which limit its use in conditions such as Gaussian noise distribution. Meanwhile, the particle filter(PF) is a state estimation method applied to nonlinear and non-Gaussian systems without these limitations. But this method also has some disadvantages such as computation increase as the number of particles rises. In this paper, we propose the Unscented Particle Filter (UPF) algorithm which combines Unscented Kalman Filter (UKF) and Particle Filter (PF) in order to overcome these drawbacks.The performance of the UPF algorithm was tested to compare with Particle Filter using a 2-DOF (Degree of Freedom) Pendulum System. The results show that the proposed algorithm is more suitable to the nonlinear and non-Gaussian state estimation compared with PF.