Evolution strategic particle filter with interactive multiple model

Abstract

Recently, particle methods have been receiving attractive attentions in the filtering of nonlinear and non Gaussian systems. This paper is addressed a novel particle filtering method by combining interactive multiple model particle filter~(IMM PF) with evolution strategies~(ES). The analogies between particle filters and evolutionary computation~(EC) are considered then, ES is introduced to replace the resampling step in the IMM PF. The proposed filter is applied to simultaneous state and mode estimation problem of a kind of switching systems such as hybrid systems.