A Weighted Measurement Fusion Particle Filter for Nonlinear Multisensory Systems Based on Gauss–Hermite Approximation

We addressed the fusion estimation problem for nonlinear multisensory systems. Based on the Gauss–Hermite approximation and weighted least square criterion, an augmented high-dimension measurement from all sensors was compressed into a lower dimension. By combining the low-dimension measurement function with the particle filter (PF), a weighted measurement fusion PF (WMF-PF) is presented. The accuracy of WMF-PF appears good and has a lower computational cost when compared to centralized fusion PF (CF-PF). An example is given to show the effectiveness of the proposed algorithms.