摘要
In this paper, an evolutionary recursive Bayesian estimation algorithm is presented, which incorporates the latest observation with a new proposal distribution, and the posterior state density is represented by a Gaussian mixture model that is recovered from the weighted particle set of the measurement update step by means of a weighted expectation-maximization algorithm. This step replaces the resampling stage needed by most particle filters and relieves the effect caused by sample impoverishment. A nonlinear tracking problem shows that this new approach outperforms other related particle filters.
In this paper, an evolutionary recursive Bayesian estimation algorithm is presented, which incorporates the latest observation with a new proposal distribution, and the posterior state density is represented by a Gaussian mixture model that is recovered from the weighted particle set of the measurement update step by means of a weighted expectation-maximization algorithm. This step replaces the resampling stage needed by most particle filters and relieves the effect caused by sample impoverishment. A nonlinear tracking problem shows that this new approach outperforms other related particle filters.
基金
Sponsored by the National Security Major Basic Research Project of China(Grant No.973 -61334)
