In this study, a modified particle filter considering non-Gaussian properties of noises is proposed in a form applicable to real situation in sound environment system where the observation data are contaminated by the...In this study, a modified particle filter considering non-Gaussian properties of noises is proposed in a form applicable to real situation in sound environment system where the observation data are contaminated by the external noise (i.e., background noise) of arbitrary probability distribution and measured in decibel scale. More specifically, a nonlinear observation model in decibel scale with a quantized level is first paid considered by introducing the additive property of energy variables (i.e., sound intensity) in sound environment system. Next, a wide-sense particle filter of an expansion expression type is derived in a form suitable for the nonlinear observation characteristics and the signal processing considering higher-order correlation information between the specific signal and observation. Furthermore, the effectiveness of the proposed theory is confirmed by applying it to the observed data measured in real sound environment.展开更多
For being able to deal with the nonlinear or non-Gaussian problems, particle filters have been studied by many researchers. Based on particle filter, the extended Kalman filter （EKF） proposal function is applied to ...For being able to deal with the nonlinear or non-Gaussian problems, particle filters have been studied by many researchers. Based on particle filter, the extended Kalman filter （EKF） proposal function is applied to Bayesian target tracking. Markov chain Monte Carlo （MCMC） method, the resampling step, ere novel techniques are also introduced into Bayesian target tracking. And the simulation results confirm the improved particle filter with these techniques outperforms the basic one.展开更多
As a new method for dealing with any nonlinear or non-Ganssian distributions, based on the Monte Carlo methods and Bayesian filtering, particle filters （PF） are favored by researchers and widely applied in many fiel...As a new method for dealing with any nonlinear or non-Ganssian distributions, based on the Monte Carlo methods and Bayesian filtering, particle filters （PF） are favored by researchers and widely applied in many fields. Based on particle filtering, an improved extended Kalman filter （EKF） proposal distribution is presented. Evaluation of the weights is simplified and other improved techniques including the residual resampling step and Markov Chain Monte Carlo method are introduced for target tracking. Performances of the EKF, basic PF and the improved PF are compared in target tracking examples. The simulation results confirm that the improved particle filter outperforms the others.展开更多
With the vigorous expansion of nonlinear adaptive filtering with real-valued kernel functions,its counterpart complex kernel adaptive filtering algorithms were also sequentially proposed to solve the complex-valued no...With the vigorous expansion of nonlinear adaptive filtering with real-valued kernel functions,its counterpart complex kernel adaptive filtering algorithms were also sequentially proposed to solve the complex-valued nonlinear problems arising in almost all real-world applications.This paper firstly presents two schemes of the complex Gaussian kernel-based adaptive filtering algorithms to illustrate their respective characteristics.Then the theoretical convergence behavior of the complex Gaussian kernel least mean square（LMS） algorithm is studied by using the fixed dictionary strategy.The simulation results demonstrate that the theoretical curves predicted by the derived analytical models consistently coincide with the Monte Carlo simulation results in both transient and steady-state stages for two introduced complex Gaussian kernel LMS algonthms using non-circular complex data.The analytical models are able to be regard as a theoretical tool evaluating ability and allow to compare with mean square error（MSE） performance among of complex kernel LMS（KLMS） methods according to the specified kernel bandwidth and the length of dictionary.展开更多
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 Gaus...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.展开更多
文摘In this study, a modified particle filter considering non-Gaussian properties of noises is proposed in a form applicable to real situation in sound environment system where the observation data are contaminated by the external noise (i.e., background noise) of arbitrary probability distribution and measured in decibel scale. More specifically, a nonlinear observation model in decibel scale with a quantized level is first paid considered by introducing the additive property of energy variables (i.e., sound intensity) in sound environment system. Next, a wide-sense particle filter of an expansion expression type is derived in a form suitable for the nonlinear observation characteristics and the signal processing considering higher-order correlation information between the specific signal and observation. Furthermore, the effectiveness of the proposed theory is confirmed by applying it to the observed data measured in real sound environment.
基金This project was supported by the National Natural Science Foundation of China (50405017) .
文摘For being able to deal with the nonlinear or non-Gaussian problems, particle filters have been studied by many researchers. Based on particle filter, the extended Kalman filter （EKF） proposal function is applied to Bayesian target tracking. Markov chain Monte Carlo （MCMC） method, the resampling step, ere novel techniques are also introduced into Bayesian target tracking. And the simulation results confirm the improved particle filter with these techniques outperforms the basic one.
基金Project supported by National High-Technology Research and De-velopment Program(Grant No .863 -2001AA422420-02)
文摘As a new method for dealing with any nonlinear or non-Ganssian distributions, based on the Monte Carlo methods and Bayesian filtering, particle filters （PF） are favored by researchers and widely applied in many fields. Based on particle filtering, an improved extended Kalman filter （EKF） proposal distribution is presented. Evaluation of the weights is simplified and other improved techniques including the residual resampling step and Markov Chain Monte Carlo method are introduced for target tracking. Performances of the EKF, basic PF and the improved PF are compared in target tracking examples. The simulation results confirm that the improved particle filter outperforms the others.
基金supported by the National Natural Science Foundation of China(6100115361271415+4 种基金6140149961531015)the Fundamental Research Funds for the Central Universities(3102014JCQ010103102014ZD0041)the Opening Research Foundation of State Key Laboratory of Underwater Information Processing and Control(9140C231002130C23085)
文摘With the vigorous expansion of nonlinear adaptive filtering with real-valued kernel functions,its counterpart complex kernel adaptive filtering algorithms were also sequentially proposed to solve the complex-valued nonlinear problems arising in almost all real-world applications.This paper firstly presents two schemes of the complex Gaussian kernel-based adaptive filtering algorithms to illustrate their respective characteristics.Then the theoretical convergence behavior of the complex Gaussian kernel least mean square（LMS） algorithm is studied by using the fixed dictionary strategy.The simulation results demonstrate that the theoretical curves predicted by the derived analytical models consistently coincide with the Monte Carlo simulation results in both transient and steady-state stages for two introduced complex Gaussian kernel LMS algonthms using non-circular complex data.The analytical models are able to be regard as a theoretical tool evaluating ability and allow to compare with mean square error（MSE） performance among of complex kernel LMS（KLMS） methods according to the specified kernel bandwidth and the length of dictionary.
基金Sponsored by the National Security Major Basic Research Project of China(Grant No.973 -61334)
文摘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Project supported by the Marie Sk?odowska-Curie Individual Fellowship(H2020-MSCA-IF-2015)(No.709267)the Open Project Program of Ministry of Education Key Laboratory of Measurement and Control of Complex Systems of Engineering,Southeast University,China(No.MCCSE2017A01)
