Abstract: To improve the state estimate performance of the particle filtering with the Unscented Kalman filtering proposal distribution function, the Unscented Kalman filtering and the Rauch-Tung-Striebel (RTS) fixed interval smoothing algorithm were integrated, and a new kind of proposal distribution function named as Unscented RTS smoothing proposal distribution function was designed. The Unscented RTS smoothing distribution implements the Unscented Kalman filtering, and then carries out the RTS fixedinterval smoothing to produce a prediction sample. The accuracy of prediction particles is greatly improved by the new proposal distribution function, and the state estimation accuracy of the corresponding particle filtering method (PF-URTS) is also improved. The applications of the new particle filtering algorithm to the GPS/DR integrated navigation system will prove the feasibility and validity of  the proposed  method.

Key words: Particle filtering, Proposal distribution function, Dead Reckoning, Global positioning systems