序贯Monte Carlo算法仿真结果分析

Simulation Results Analysis of Sequential Monte Carlo Algorithm

序贯Monte Carlo方法能够解决很多实际问题。它的系统模型与Kalman滤波算法相比具有更广泛的适用性,所以研究Monte Carlo方法是很有实际意义的。文中对序贯Monte Carlo算法进行性能分析,对这一方法的跟踪能力进行了仿真实验。采用的仿真系统模型是非线性系统模型。仿真实验比较了EKF、SIS、SIR算法的性能。通过对不同算法的仿真结果之间的分析和比较,得出了有意义的结论。这对一些工程问题的解决是有重要意义的。

The sequential Monte Carlo algorithm is very important for solving many practical problems. It can solve the parameter estimation problem for a more general system model. Hence, it is interesting and significant to study Monte Carlo. The main objective of this paper is to analyze the performance of the Monte Carlo algorithm by sirnulation results. Simultancously, compare the Monte Carlo algoritban with the extended Kalman filter. In the simulation, the performances of the EKF, SIS and the SIR algorithms are compared. Some meaningful results are concluded from the simulation, which are useful for solving the practical problems.