A Federated particle filtering algorithm based on EKPF

To solve the problem of information fusion in the system of nonlinear/non-Gaussian error models, a new algorithm called federated EKPF (FEKPF) algorithm was proposed based on EKPF and federated Kalman filter. In this algorithm, EKPF served as the local filter, whereas the master filter adopt the information fusion algorithm to obtain the global state estimations which are transmitted to each local filter to update particles as the feedbacks according to information distribution. The proposed algorithm was tested in subsequent simulation by contrast to FEKF. The results showed that FEKPF is more effective for nonlinear/non-Gaussian systems.