A sigma point-based resampling algorithm in particle filter.

SUMMARY We propose a novel resampling algorithm to deal with the sample impoverishment problem of particle filter. The algorithm introduces sigma points into the generic resampling procedure to enrich the representation of the posterior distribution. Compared with other relevant resampling algorithms, such as the exquisite resampling algorithm reported recently, our algorithm has shown an improved estimation performance and reduced computational complexity in the simulation of two different nonlinear systems. Copyright © 2012 John Wiley & Sons, Ltd. [ABSTRACT FROM AUTHOR]