Square Root Cubature Particle Filter
The square root cubature particle filter (SRCPF) uses the square root cubature Kalman filter (SRCKF) for generating the proposal distribution. The SRCPF algorithm is easy to be implemented and has numerical stability. Moreover, the SRCKF based proposal distribution approximates the optimal importance distribution by incorporating the current measurement. Simulation results demonstrate that the SRCPF algorithm has the better performance for state estimation than the generic particle filter (GPF), extended particle filter (EPF) and unscented particle filter (UPF), and its calculation cost decreases largely.
Helen Zhang, Gang Shen and David Jin
J. Mu et al., "Square Root Cubature Particle Filter", Advanced Materials Research, Vols. 219-220, pp. 727-731, 2011