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粒子滤波算法的综述 被引量:10

Overview of Particle Filter Algorithm
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摘要 首先介绍粒子滤波的特征及算法分类,然后对其关键技术进行了归纳分析,并给出了粒子滤波的一些典型应用成果,最后指出了粒子滤波技术亟待解决的一些热点和难点问题。 In this paper, the characteristics and classification of particle filter are introduced first. Then some critical technologies of particle filter are summarized and analyzed, and some typical application results are given. Finally, some issues are pointed out which should be the focus of future study.
机构地区 中北大学
出处 《仪表技术》 2009年第6期64-66,共3页 Instrumentation Technology
关键词 粒子滤波 稳定性 重要性采样 particle filter stability sampling importance
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参考文献5

  • 1Haykin S Kalman. Filtering and neural networks [ M ]. New York: John Wiley and Sons,2001.
  • 2Doucet A, Godsill S. On sequential Monte Carlo sampling methods for Bayesian fihering [ R ]. Cambridge: University of Cambridge,1998 : 1 - 36.
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  • 4GUSTAFSSON F, GUNNARSSON F, BERGMAN N, et al. Particle filters for positioning, navigation and tracking [ J ]. IEEE Transaction on Signal Processing,2002,50 ( 2 ) :425 - 437.
  • 5KADIRKAMANATHAN V, LI P, JAWARD M H, et al, Particle ,filtering-based fault detection in non-linear stochastic systems [ J ]. International Journal of Systems Science, 2002,33 (4) : 259 -265.

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