粒子滤波重采样算法研究

Study on the Resampling Algorithms of Particle Filter

样本退化是基于序列重要性采样的粒子滤波中的一个主要问题,为了解决这个问题重采样被引入。首先,对粒子滤波中的四种基本的重采样算法(包括多项式重采样、分层重采样、系统重采样、剩余重采样)进行了详细的分析,在此基础上,对几种新的重采样算法进行了介绍。最后,对该领域进行总结与展望。

Sample degeneracy is a major problem of particle filter which is based on the sequential importance sampling. In order to solve this problem, the resampling algorithm is introduced in particle filter. In this paper, it firstly analyzes the four basic resampling algorithms in particle filter that include muhinomial resampling, stratified resampling, systematic resampling and residual resamplin.g. On this basis, several new resampling algorithms are described. At last, the summary and further researches in this field are pointed out.