In radar target tracking application, the observation noise is usually non-Gaussian, which is also referred as glint noise. The performances of conventional trackers degra de severely in the presence of glint noise. A...In radar target tracking application, the observation noise is usually non-Gaussian, which is also referred as glint noise. The performances of conventional trackers degra de severely in the presence of glint noise. An improved particle filter, Markov chain Monte Carlo particle filter (MCMC-PF), is applied to cope with radar target tracking when the measurements are perturbed by glint noise. Tracking performance of the filter is demonstrated in the present of glint noise by computer simulation.展开更多
A disease transmission model of SEIR type is discussed in a stochastic point of view. We start by formulating the SEIR epidemic model in form of a system of nonlinear differential equations and then change it to a sys...A disease transmission model of SEIR type is discussed in a stochastic point of view. We start by formulating the SEIR epidemic model in form of a system of nonlinear differential equations and then change it to a system of nonlinear stochastic differential equations (SDEs). The numerical simulation of the resulting SDEs is done by Euler-Maruyama scheme and the parameters are estimated by adaptive Markov chain Monte Carlo and extended Kalman filter methods. The stochastic results are discussed and it is observed that with the SDE type of modeling, the parameters are also identifiable.展开更多
Two variants of systematic resampling （S-RS） are proposed to increase the diversity of particles and thereby improve the performance of particle filtering when it is utilized for detection in Bell Laboratories Layer...Two variants of systematic resampling （S-RS） are proposed to increase the diversity of particles and thereby improve the performance of particle filtering when it is utilized for detection in Bell Laboratories Layered Space-Time （BLAST） systems. In the first variant, Markov chain Monte Carlo transition is integrated in the S-RS procedure to increase the diversity of particles with large importance weights. In the second one, all particles are first partitioned into two sets according to their importance weights, and then a double S-RS is introduced to increase the diversity of particles with small importance weights. Simulation results show that both variants can improve the bit error performance efficiently compared with the standard S-P^S with little increased complexity.展开更多
随着基于区块链的农产品溯源系统迅速发展,区块链查询能力面临着巨大挑战。对于供应链参与方来说,区块链中保存的数据多为编码或序列化的数据,使得供应链参与方的审计和监督等存在多条件查询的工作变得十分困难。通常情况下,原生区块链...随着基于区块链的农产品溯源系统迅速发展,区块链查询能力面临着巨大挑战。对于供应链参与方来说,区块链中保存的数据多为编码或序列化的数据,使得供应链参与方的审计和监督等存在多条件查询的工作变得十分困难。通常情况下,原生区块链并未提供满足多条件查询的查询方式。因此,为了实现多条件查询并提高查询效率,本研究提出一种农产品溯源数据多条件查询优化方法。首先,该方法采用一种优化的Merkle树结构(n-Tree)对交易信息进行重构,从而提供更高效的条件验证能力。其次,通过自适应多条件区块布隆过滤器判断交易信息中查询条件的存在性,进而快速过滤区块。最后,提出一种应用TWTN-Heap(Time weight and transaction number based heap)结构的索引构建方法,以区块权重为序构建主条件相关的区块号索引列表。产品数据的查询过程包括遍历区块号索引列表、过滤非相关区块以及验证特定查询条件,从而获得条件查询结果。实验结果表明,本研究提出的产品数据条件查询优化方法能够有效地解决农产品供应链面临的条件查询问题,同时保证查询时间消耗维持在15 ms左右,查询效率较默克尔语义字典树(Merkle semantic trie, MST)方法提高60.9%,较原始遍历(Orignal traverse, OT)方法提高87.7%。展开更多
提出一种基于粒子滤波器的机器人定位算法.首先利用一并行扩展卡尔曼滤波器作为粒子预测分布,将当前观测的部分信息融入,以改善滤波效果,减小所需粒子数;然后提出变密度函数边界的马尔可夫链蒙特卡洛(Markov chain Monte Carlo,MCMC)重...提出一种基于粒子滤波器的机器人定位算法.首先利用一并行扩展卡尔曼滤波器作为粒子预测分布,将当前观测的部分信息融入,以改善滤波效果,减小所需粒子数;然后提出变密度函数边界的马尔可夫链蒙特卡洛(Markov chain Monte Carlo,MCMC)重采样方法,以提高粒子的细化能力;最后结合普通重采样方法,提出一种改进的MCMC重采样的机器人定位算法,减少粒子匮乏效应的同时,提高了定位精度.实验结果表明,该算法较传统方法在计算复杂度、定位精度和鲁棒性方面都有显著提高.展开更多
针对传统粒子滤波目标跟踪算法存在粒子退化的问题,提出了基于马尔可夫链-蒙特卡罗(Markovchain Monte Carlo,MCMC)无味粒子滤波的目标跟踪算法。该算法采用无味卡尔曼滤波(unscented Kalmanfilter,UKF)生成粒子滤波的提议分布,来代替...针对传统粒子滤波目标跟踪算法存在粒子退化的问题,提出了基于马尔可夫链-蒙特卡罗(Markovchain Monte Carlo,MCMC)无味粒子滤波的目标跟踪算法。该算法采用无味卡尔曼滤波(unscented Kalmanfilter,UKF)生成粒子滤波的提议分布,来代替传统粒子滤波算法采用状态转移先验概率作为粒子滤波的提议分布,以改善滤波效果,然后在无味粒子滤波的基础上融合了典型的MCMC抽样算法(Metropolis Hastings,MH),从而可以减少传统粒子滤波未考虑当前量测对状态的估计作用所带来的影响。融合后的算法将当前量测信息融入到滤波过程中,并使采样粒子更加多样化。实验结果表明,该算法较传统方法在跟踪精度方面有显著的提高。展开更多
文摘In radar target tracking application, the observation noise is usually non-Gaussian, which is also referred as glint noise. The performances of conventional trackers degra de severely in the presence of glint noise. An improved particle filter, Markov chain Monte Carlo particle filter (MCMC-PF), is applied to cope with radar target tracking when the measurements are perturbed by glint noise. Tracking performance of the filter is demonstrated in the present of glint noise by computer simulation.
文摘A disease transmission model of SEIR type is discussed in a stochastic point of view. We start by formulating the SEIR epidemic model in form of a system of nonlinear differential equations and then change it to a system of nonlinear stochastic differential equations (SDEs). The numerical simulation of the resulting SDEs is done by Euler-Maruyama scheme and the parameters are estimated by adaptive Markov chain Monte Carlo and extended Kalman filter methods. The stochastic results are discussed and it is observed that with the SDE type of modeling, the parameters are also identifiable.
基金supported by the National Natural Science Foundation of China(6047209860502046U0635003).
文摘Two variants of systematic resampling （S-RS） are proposed to increase the diversity of particles and thereby improve the performance of particle filtering when it is utilized for detection in Bell Laboratories Layered Space-Time （BLAST） systems. In the first variant, Markov chain Monte Carlo transition is integrated in the S-RS procedure to increase the diversity of particles with large importance weights. In the second one, all particles are first partitioned into two sets according to their importance weights, and then a double S-RS is introduced to increase the diversity of particles with small importance weights. Simulation results show that both variants can improve the bit error performance efficiently compared with the standard S-P^S with little increased complexity.
文摘随着基于区块链的农产品溯源系统迅速发展,区块链查询能力面临着巨大挑战。对于供应链参与方来说,区块链中保存的数据多为编码或序列化的数据,使得供应链参与方的审计和监督等存在多条件查询的工作变得十分困难。通常情况下,原生区块链并未提供满足多条件查询的查询方式。因此,为了实现多条件查询并提高查询效率,本研究提出一种农产品溯源数据多条件查询优化方法。首先,该方法采用一种优化的Merkle树结构(n-Tree)对交易信息进行重构,从而提供更高效的条件验证能力。其次,通过自适应多条件区块布隆过滤器判断交易信息中查询条件的存在性,进而快速过滤区块。最后,提出一种应用TWTN-Heap(Time weight and transaction number based heap)结构的索引构建方法,以区块权重为序构建主条件相关的区块号索引列表。产品数据的查询过程包括遍历区块号索引列表、过滤非相关区块以及验证特定查询条件,从而获得条件查询结果。实验结果表明,本研究提出的产品数据条件查询优化方法能够有效地解决农产品供应链面临的条件查询问题,同时保证查询时间消耗维持在15 ms左右,查询效率较默克尔语义字典树(Merkle semantic trie, MST)方法提高60.9%,较原始遍历(Orignal traverse, OT)方法提高87.7%。
文摘提出一种基于粒子滤波器的机器人定位算法.首先利用一并行扩展卡尔曼滤波器作为粒子预测分布,将当前观测的部分信息融入,以改善滤波效果,减小所需粒子数;然后提出变密度函数边界的马尔可夫链蒙特卡洛(Markov chain Monte Carlo,MCMC)重采样方法,以提高粒子的细化能力;最后结合普通重采样方法,提出一种改进的MCMC重采样的机器人定位算法,减少粒子匮乏效应的同时,提高了定位精度.实验结果表明,该算法较传统方法在计算复杂度、定位精度和鲁棒性方面都有显著提高.
文摘针对传统粒子滤波目标跟踪算法存在粒子退化的问题,提出了基于马尔可夫链-蒙特卡罗(Markovchain Monte Carlo,MCMC)无味粒子滤波的目标跟踪算法。该算法采用无味卡尔曼滤波(unscented Kalmanfilter,UKF)生成粒子滤波的提议分布,来代替传统粒子滤波算法采用状态转移先验概率作为粒子滤波的提议分布,以改善滤波效果,然后在无味粒子滤波的基础上融合了典型的MCMC抽样算法(Metropolis Hastings,MH),从而可以减少传统粒子滤波未考虑当前量测对状态的估计作用所带来的影响。融合后的算法将当前量测信息融入到滤波过程中,并使采样粒子更加多样化。实验结果表明,该算法较传统方法在跟踪精度方面有显著的提高。
