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改进的粒子滤波算法 被引量:4

Improved algorithm of particle filtering
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摘要 为了防止经多次重采样后粒子多样性的丧失,保持粒子的统计独立性,以应对强非线性系统或者意外突发情况,在重采样技术的基础上,提出了一种改进的粒子滤波算法。当粒子失去多样性而导致估计误差较大时,采取一种循环算法,使得粒子朝高似然区域移动,以增加粒子的多样性,提高对强非线性系统滤波的稳定性和准确性。仿真实验验证了该算法的有效性。 To prevent the loss of particle diversity after repeated resampling, retain the statistical independence, and to adjust strong non-linear system or burst disturb, based on resampling technique, an improved algorithm of particle filtering is pro- posed. When particles lose diversity resulting in large estimation error, a loop algorithm is exploited, which can make the parti- cles move to high likelihood value area, so it can increase the diversity of particles, and improve the stability and accuracy for strong non-linear system. The validity of the proposed algorithm is proved through simulation results and comparison with other algorithms.
出处 《计算机工程与设计》 CSCD 北大核心 2012年第10期4009-4014,共6页 Computer Engineering and Design
基金 国家自然科学基金项目(61071196) 国家自然科学基金-中物院NSAF联合基金项目(10776040) 教育部新世纪优秀人才支持计划基金项目(NCET-10-0927) 信号与信息处理重庆市市级重点实验室建设基金项目(2009CA2003) 重庆市自然科学基金项目(2009BB2287 2010BB2398 2010BB2411)
关键词 粒子滤波 非线性系统 似然函数 粒子多样性 循环算法 particle filtering non-linear system likelihood function particle diversity loop algorithm
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