Interacting Multiple Model Particle Filtering Using New Particle Resampling Algorithm

The state estimation technique based on the Kalman filter (KF) is widely used in many communication applications. The KF is only optimal for linear modeling with independent and identically distributed (i.i.d.) random variables and Gaussian noises. In some complicated problems, the system model is not unique and the measurement equation is nonlinear. The particle filter (PF) along with interacting multiple models (IMM) becomes an attractive solution. In this paper, a new particle resampling method is proposed for the PF to alleviate the degeneracy effect of particle propagation. The new IMMPF algorithm is developed for an angle-of-arrival (AOA) tracking problem with bearings-only measurements. Simulation results show that the IMMPF algorithm outperforms the IMM extended KF algorithm and achieves a root mean square tracking performance which is quite close to the posterior Cramer-Rao lower bound (CRLB).