A optimized particle filter based on PSO algorithm

A new filtering algorithm - PSO-PF was proposed for nonlinear dynamic systems. Basing on the concept of re-sampling, particles with bigger weights should be re-sampled more time, and in the PSO-PF, after calculating the weight of particles, some particles will join in the refining process, which means that these particles will move to the region with higher weights. This process can be regarded as one-step predefined PSO process, so the proposed algorithm is named PSO-PF. Although the PSO process increases the computing load of PSO-PF, but the refined weights may make the proposed distribution more closed to the poster distribution. The proposed PSO-PF algorithm was compared with other several filtering algorithms and the simulating results show that means and variances of PSO-PF are lower than other filtering algorithms.