On Proposal Functions for Cost-Reference Particle Filtering

Standard particle filtering (SPF) schemes rely on the availability of probability distributions of the state and observation noises involved in the dynamic state space model. Cost reference particle filtering (CRPF) techniques have proven to be a viable and robust alternative in situations when the probability distributions of these noise processes are unknown. In this paper, we propose two new CRPF methods which use different proposal functions from the one of the original CRPF method. The proposed algorithms are applied to target tracking in a wireless sensor network. The performance of the proposed methods is demonstrated by computer simulations