Improved design of proposal distribution for particle filter

One crucial issue in particle filtering is the selection of proposal distribution. Good proposal can effectively alleviate particle degeneracy and thus improve filtering accuracy. In this paper, we propose a new type of proposal distribution for particle filter, called as R-IEKF proposal. By combining iterated extended kalman filter with Rauch-Tung-Striebel optimal smoother, the new proposal integrates the latest observation into system and approximates the true posterior distribution reasonably well, hence generating more precise and stable particles against measurement noise. The simulation results indicate that the improved particle filter with R-IEKF proposal prevails over PF-EKF and UPF both in tracking accuracy and filtering stability. Consequently, PF-RIEKF is a competitive choice in noisy measurement environment.