A PSO Accelerated Immune Particle Filter for Dynamic State Estimation

Particle Filter (PF) is a flexible and powerful Sequential Monte Carlo (SMC) technique to solve the nonlinear state/parameter estimation problems. The generic PF suffers due to degeneracy or sample impoverishment, which adversely affects its performance. In order to overcome this issue of the generic PF, a Particle Swarm Optimization accelerated Immune Particle Filter (PSO-acc-IPF) is proposed in this work. It combines the robustness and the diversified search capability of the Immune Algorithm (IA) and the speed and the computational efficiency of the Particle Swarm Optimization (PSO) in pursuing the global optimal solution. Mutation plays the key role in the proposed algorithm to help avoid the local optima and search for a global best solution. A two stage mutation operation is proposed. The first stage, with a high mutation rate, helps in exploring a larger solution space and the second stage, with a smaller mutation rate, helps in local optimal search. Later on, PSO is employed to accelerate the convergence speed. To validate the effectiveness of the proposed algorithm, its performance is compared with the generic PF and PSO Particle Filter (PSO-PF). The simulation results have demonstrated better robustness in state estimation for switching dynamic systems.