期刊文献+

基于粒子滤波器的非线性估计方法 被引量:2

Nonlinear Estimation Method Based on Particle Filter
下载PDF
导出
摘要 介绍基于粒子滤波器的非线性估计方法。采用正则化粒子滤波器来缓解粒子滤波器重采样造成的问题,改进了粒子滤波器的性能。在一种典型的非静态增长模型下比较EKF,UKF,PF和RPF的滤波性能差异。仿真结果表明,PF在滤波精度方面优于EKF和UKF,而RPF在精度和计算复杂度等方面均优于PF。 Nonlinear estimation methods based on Particle Filter (PF) are proposed. Regularized Particle Filter (RPF) is emphasized to relieve the problems caused by resampling of PF, and improve the performance of PF. The comparison of filtering performance among EKF, UKF,PF and RPF is made in a typical nonstatic model. The simulation results show that PF is better than EKF and UKF in the performance of accuracy,and the performance of RPF is better than PF in both filtering accuracy and calculating complexity.
出处 《现代电子技术》 2009年第4期141-144,共4页 Modern Electronics Technique
关键词 粒子滤波器 非线性估计 重采样 EKF 正则化粒子滤波器 particle filter nonlinear estimation resampling EKF regularized particle filter
  • 相关文献

参考文献10

  • 1刘炜,张冰.非高斯环境下基于GPF算法的目标跟踪[J].火力与指挥控制,2008,33(2):69-72. 被引量:2
  • 2Doucet A,Godsill S, Andrieu C. On Sequential Monte Carlo Sampling Methods for Bayesian Filtering[J]. Statistics and Computing, 2000,10(3) : 197 - 208.
  • 3Arulampalam M Sanjeev,Simon Maskell, Neil Gordon,et al. A Tutorial on Particle Filters for Online Nonlinear/Non - Gaussian Bayesian Tracking[J]. IEEE Trans. on Signal Processing,2002,50(2) :174 - 188.
  • 4Doucet A, Gordon N. Sequential Monte Carlo Methods in Practice[M]. New York : Springer - Verlag, 2001.
  • 5Kitagawa G. Monte Carlo Filter and Smoother for Non- Gaussian Nonlinear State Space Models[J]. Journal of Computational and Graphical Statistics, 1996,5 (1): 1 - 25.
  • 6Erzuini C, Best N. Dynamic Conditional Independence Models and Markov Chain Monte Carlo Methods [J]. Journal of the American Statistical Association,1997, 92(5):1 403-1 412.
  • 7Gordon N J, Salmond D J. Novel Approach to Non - linear and Non- Gaussian Bayesian State Estimation[J]. Proc. of Institute Engineering, 1993,140(2) : 107 - 113.
  • 8Julier S J, Uhlmann J K. Unscented Filtering and Nonlinear Estimation [J]. Proceedings of the IEEE,2004,92(3)..401- 422.
  • 9Julier S J, Uhlmann J K, Durrant Whyten H F. A New Approach for Filtering Nolinear System[A]. The Proceedings of the American Control Conference[C]. Seattle, Washington,ACC,1995:1 628 - 1 632.
  • 10Handschin J E. Monte Carlo Techniques for Prediction and Filtering of Non - linear Stochastic Processes[J]. Automatica, 1970,6 (3) : 555 - 563.

二级参考文献4

  • 1胡洪涛,敬忠良,李安平,胡士强.非高斯条件下基于粒子滤波的目标跟踪[J].上海交通大学学报,2004,38(12):1996-1999. 被引量:54
  • 2Doucet A, Godsill S, Andrieu C. On Sequential Monte Carlo Sampling Methods for Bayesian Filtering[J]. Statistics and Computing, 2000,10(3) : 197-208.
  • 3Jaysh H K,Peter M D. Gaussian Particle Filter[J]. IEEE Trans. On Signal Processing, 2003, 10 (51) : 2592-2600.
  • 4Geweke J. Bayesian Inference in Eeomometries Models using Monte Carlo Integration [ J ]. Econometrica, 1998,33 (1) : 1317-1339.

共引文献1

同被引文献97

引证文献2

二级引证文献20

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部