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The error model is nonlinear when the azimuth angle of strapdown inertial navigation system (SINS) on stable base is large, and a new filter results from using unscented Kalman filter for proposal distribution generation imbedding latest observed measurements in importance sampling step, and combining Gaussian mixture model and weighted expectation maximization (EM) algorithm to replace the traditional...
A novel Gaussian mixture sigma-point particle filter algorithm is proposed to mitigate the sample depletion problem. The posterior state density is represented by a Gaussian mixture model that is recovered from the weighted particle set of the measurement update step by means of a weighted expectation-maximization algorithm. The simulation results demonstrate the validity of the proposed algorithm.
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