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
In this study, an unscented particle filtering method based on an interacting multiple model (IMM) frame for a Markovian switching system is presented. The method integrates the multiple model (MM) filter with an unsc...In this study, an unscented particle filtering method based on an interacting multiple model (IMM) frame for a Markovian switching system is presented. The method integrates the multiple model (MM) filter with an unscented particle filter (UPF) by an interaction step at the beginning. The framework (interaction/mixing, filtering, and combination) is similar to that in a standard IMM filter, but an UPF is adopted in each model. Therefore, the filtering performance and degeneracy phenomenon of particles are improved. The filtering method addresses nonlinear and/or non-Gaussian tracking problems. Simulation results show that the method has better tracking performance compared with the standard IMM-type filter and IMM particle filter.展开更多
This work addresses the problem of estimating the states of nonlinear dynamic systems with sparse observations.We present a hybrid three-dimensional variation(3DVar) and particle piltering(PF) method,which combine...This work addresses the problem of estimating the states of nonlinear dynamic systems with sparse observations.We present a hybrid three-dimensional variation(3DVar) and particle piltering(PF) method,which combines the advantages of 3DVar and particle-based filters.By minimizing the cost function,this approach will produce a better proposal distribution of the state.Afterwards the stochastic resampling step in standard PF can be avoided through a deterministic scheme.The simulation results show that the performance of the new method is superior to the traditional ensemble Kalman filtering(EnKF) and the standard PF,especially in highly nonlinear systems.展开更多
This paper improves the resampling step of particle filtering(PF) based on a broad interactive genetic algorithm to resolve particle degeneration and particle shortage.For target tracking in image processing,this pa...This paper improves the resampling step of particle filtering(PF) based on a broad interactive genetic algorithm to resolve particle degeneration and particle shortage.For target tracking in image processing,this paper uses the information coming from the particles of the previous fame image and new observation data to self-adaptively determine the selecting range of particles in current fame image.The improved selecting operator with jam gene is used to ensure the diversity of particles in mathematics,and the absolute arithmetical crossing operator whose feasible solution space being close about crossing operation,and non-uniform mutation operator is used to capture all kinds of mutation in this paper.The result of simulating experiment shows that the algorithm of this paper has better iterative estimating capability than extended Kalman filtering(EKF),PF,regularized partide filtering(RPF),and genetic algorithm(GA)-PF.展开更多
The particle filter(PF) algorithm is one of the most commonly used algorithms for maneuvering target tracking. The traditional PF maps from multi-dimensional information to onedimensional information during particle...The particle filter(PF) algorithm is one of the most commonly used algorithms for maneuvering target tracking. The traditional PF maps from multi-dimensional information to onedimensional information during particle weight calculation, and the incorrect transmission of information leads to the fact that the particle prediction information does not match the weight information, and its essence is the reduction of the information entropy of the useful information. To solve this problem, a dual channel independent filtering method is proposed based on the idea of equalization mapping. Firstly, the particle prediction performance is described by particle manipulations of different dimensions, and the accuracy of particle prediction is improved. The improvement of particle degradation of this algorithm is analyzed in the aspects of particle weight and effective particle number. Secondly, according to the problem of lack of particle samples, the new particles are generated based on the filtering results, and the particle diversity is increased. Finally, the introduction of the graphics processing unit(GPU) parallel computing the platform, the “channel-level” and “particlelevel” parallel computing the program are designed to accelerate the algorithm. The simulation results show that the algorithm has the advantages of better filtering precision, higher particle efficiency and faster calculation speed compared with the traditional algorithm of the CPU platform.展开更多
This paper introduces throughput-efficient wireless system based on an extension to binary phasemodulations,named extended binary phase shift keying(EBPSK),and the corresponding analysis ofpower spectra,especially the...This paper introduces throughput-efficient wireless system based on an extension to binary phasemodulations,named extended binary phase shift keying(EBPSK),and the corresponding analysis ofpower spectra,especially the extension to channel capacity are given.Importantly,a novel sequential es-timation and detection approach for this EBPSK system is proposed.The basic idea is to design a proba-bilistic approximation method for the computation of the maximum a posterior distribution via particle fil-tering method(PF).Subsequently,a new important function in PF is presented,so that the performanceof the detector has a great improvement.Finally,computer simulation illustrates that EBPSK system hasvery high transmission rate,and also the good performance of the proposed PF detector is demonstrated.展开更多
A novel dominant correlogram based particle filter was proposed for an object tracking in visual surveillance. Particle filter outperforms the Kalman filter in non-linear and non-Gaussian estimation problem. This pape...A novel dominant correlogram based particle filter was proposed for an object tracking in visual surveillance. Particle filter outperforms the Kalman filter in non-linear and non-Gaussian estimation problem. This paper proposed incorporating spatial information into visual feature, and yields a reliable likelihood description of the observation and prediction. A similarity-ratio is defined to evaluate the effectivity of different similarity measurements in weighing samples. The experimental results demonstrate the effective and robust performance compared with the histogram based tracking in traffic scenes.展开更多
For flat fast fading Multiple-Input Multiple-Output(MIMO) channels,this paper presents a sampling based channel estimation and an iterative Particle Filter(PF) signal detection scheme. The channel estimation is compri...For flat fast fading Multiple-Input Multiple-Output(MIMO) channels,this paper presents a sampling based channel estimation and an iterative Particle Filter(PF) signal detection scheme. The channel estimation is comprised of two parts:the adaptive iterative update on the channel distribution mean and a regular update on the "adaptability" via pilot. In the detection procedure,the PF is employed to produce the optimal decision given the known received signal and the sequence of the channel samples,where an asymptotic optimal importance density is constructed,and in terms of the asymptotic update order,the Parallel Importance Update(PIU) and the Serial Importance Update(SIU) scheme are performed respectively. The simulation results show that for the given fading channel,if an appropriate pilot mode is selected,the proposed scheme is more robust than the conventional Kalman filter based superimposed detection scheme.展开更多
As a typical implementation of the probability hypothesis density(PHD) filter, sequential Monte Carlo PHD(SMC-PHD) is widely employed in highly nonlinear systems. However, the particle impoverishment problem introduce...As a typical implementation of the probability hypothesis density(PHD) filter, sequential Monte Carlo PHD(SMC-PHD) is widely employed in highly nonlinear systems. However, the particle impoverishment problem introduced by the resampling step, together with the high computational burden problem, may lead to performance degradation and restrain the use of SMC-PHD filter in practical applications. In this work, a novel SMC-PHD filter based on particle compensation is proposed to solve above problems. Firstly, according to a comprehensive analysis on the particle impoverishment problem, a new particle generating mechanism is developed to compensate the particles. Then, all the particles are integrated into the SMC-PHD filter framework. Simulation results demonstrate that, in comparison with the SMC-PHD filter, proposed PC-SMC-PHD filter is capable of overcoming the particle impoverishment problem, as well as improving the processing rate for a certain tracking accuracy in different scenarios.展开更多
针对纯方位目标跟踪(Bearing-Only Tracking,BOT)系统强非线性特点,提出一种新的解决方案:采用平方根中心差分卡尔曼滤波器(Square-RootCDKF,SRCDKF)产生粒子滤波提议分布,融入最新的观测数据影响;增加改进措施以提高滤波性能,如采用系...针对纯方位目标跟踪(Bearing-Only Tracking,BOT)系统强非线性特点,提出一种新的解决方案:采用平方根中心差分卡尔曼滤波器(Square-RootCDKF,SRCDKF)产生粒子滤波提议分布,融入最新的观测数据影响;增加改进措施以提高滤波性能,如采用系统重抽样算法减少方差、应用马尔可夫链模特卡罗(Markovchain Monte Carlo,MCMC)方法消除粒子贫乏等。仿真表明该算法是有效的,针对当前BOT系统,比传统EKF、PF算法可靠性更好,跟踪精度更高。展开更多
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Project supported by the National Natural Science Foundation ofChina (No. 60673024)the National Basic Research Program(973) of China (No. 2004CB719400)
文摘In this study, an unscented particle filtering method based on an interacting multiple model (IMM) frame for a Markovian switching system is presented. The method integrates the multiple model (MM) filter with an unscented particle filter (UPF) by an interaction step at the beginning. The framework (interaction/mixing, filtering, and combination) is similar to that in a standard IMM filter, but an UPF is adopted in each model. Therefore, the filtering performance and degeneracy phenomenon of particles are improved. The filtering method addresses nonlinear and/or non-Gaussian tracking problems. Simulation results show that the method has better tracking performance compared with the standard IMM-type filter and IMM particle filter.
基金Project supported by the National Natural Science Foundation of China (Grant No. 41105063)
文摘This work addresses the problem of estimating the states of nonlinear dynamic systems with sparse observations.We present a hybrid three-dimensional variation(3DVar) and particle piltering(PF) method,which combines the advantages of 3DVar and particle-based filters.By minimizing the cost function,this approach will produce a better proposal distribution of the state.Afterwards the stochastic resampling step in standard PF can be avoided through a deterministic scheme.The simulation results show that the performance of the new method is superior to the traditional ensemble Kalman filtering(EnKF) and the standard PF,especially in highly nonlinear systems.
基金supported by the National Natural Science Foundation of China(61302145)
文摘This paper improves the resampling step of particle filtering(PF) based on a broad interactive genetic algorithm to resolve particle degeneration and particle shortage.For target tracking in image processing,this paper uses the information coming from the particles of the previous fame image and new observation data to self-adaptively determine the selecting range of particles in current fame image.The improved selecting operator with jam gene is used to ensure the diversity of particles in mathematics,and the absolute arithmetical crossing operator whose feasible solution space being close about crossing operation,and non-uniform mutation operator is used to capture all kinds of mutation in this paper.The result of simulating experiment shows that the algorithm of this paper has better iterative estimating capability than extended Kalman filtering(EKF),PF,regularized partide filtering(RPF),and genetic algorithm(GA)-PF.
基金Supported by National Natural Science Foundation of China (60634030 60702066) Aerospace Science Foundation (20090853013) Doctoral Program Foundation of China(20060699032)
基金supported by the National High-tech R&D Program of China(2015AA70560452015AA8017032P)the National Natural Science Foundation of China(61401504)
文摘The particle filter(PF) algorithm is one of the most commonly used algorithms for maneuvering target tracking. The traditional PF maps from multi-dimensional information to onedimensional information during particle weight calculation, and the incorrect transmission of information leads to the fact that the particle prediction information does not match the weight information, and its essence is the reduction of the information entropy of the useful information. To solve this problem, a dual channel independent filtering method is proposed based on the idea of equalization mapping. Firstly, the particle prediction performance is described by particle manipulations of different dimensions, and the accuracy of particle prediction is improved. The improvement of particle degradation of this algorithm is analyzed in the aspects of particle weight and effective particle number. Secondly, according to the problem of lack of particle samples, the new particles are generated based on the filtering results, and the particle diversity is increased. Finally, the introduction of the graphics processing unit(GPU) parallel computing the platform, the “channel-level” and “particlelevel” parallel computing the program are designed to accelerate the algorithm. The simulation results show that the algorithm has the advantages of better filtering precision, higher particle efficiency and faster calculation speed compared with the traditional algorithm of the CPU platform.
基金Supported by the National Natural Science Foundation of China (No. 60872075)China Postdoctoral Science Foundation (No. 20080441015)
文摘This paper introduces throughput-efficient wireless system based on an extension to binary phasemodulations,named extended binary phase shift keying(EBPSK),and the corresponding analysis ofpower spectra,especially the extension to channel capacity are given.Importantly,a novel sequential es-timation and detection approach for this EBPSK system is proposed.The basic idea is to design a proba-bilistic approximation method for the computation of the maximum a posterior distribution via particle fil-tering method(PF).Subsequently,a new important function in PF is presented,so that the performanceof the detector has a great improvement.Finally,computer simulation illustrates that EBPSK system hasvery high transmission rate,and also the good performance of the proposed PF detector is demonstrated.
文摘A novel dominant correlogram based particle filter was proposed for an object tracking in visual surveillance. Particle filter outperforms the Kalman filter in non-linear and non-Gaussian estimation problem. This paper proposed incorporating spatial information into visual feature, and yields a reliable likelihood description of the observation and prediction. A similarity-ratio is defined to evaluate the effectivity of different similarity measurements in weighing samples. The experimental results demonstrate the effective and robust performance compared with the histogram based tracking in traffic scenes.
基金the National Natural Science Foundation of China (No. 60672047)Shanghai Postdoctoral Scientific Program (No. 05R214110).
文摘For flat fast fading Multiple-Input Multiple-Output(MIMO) channels,this paper presents a sampling based channel estimation and an iterative Particle Filter(PF) signal detection scheme. The channel estimation is comprised of two parts:the adaptive iterative update on the channel distribution mean and a regular update on the "adaptability" via pilot. In the detection procedure,the PF is employed to produce the optimal decision given the known received signal and the sequence of the channel samples,where an asymptotic optimal importance density is constructed,and in terms of the asymptotic update order,the Parallel Importance Update(PIU) and the Serial Importance Update(SIU) scheme are performed respectively. The simulation results show that for the given fading channel,if an appropriate pilot mode is selected,the proposed scheme is more robust than the conventional Kalman filter based superimposed detection scheme.
基金Projects(61671462,61471383,61671463,61304103)supported by the National Natural Science Foundation of ChinaProject(ZR2012FQ004)supported by the Natural Science Foundation of Shandong Province,China
文摘As a typical implementation of the probability hypothesis density(PHD) filter, sequential Monte Carlo PHD(SMC-PHD) is widely employed in highly nonlinear systems. However, the particle impoverishment problem introduced by the resampling step, together with the high computational burden problem, may lead to performance degradation and restrain the use of SMC-PHD filter in practical applications. In this work, a novel SMC-PHD filter based on particle compensation is proposed to solve above problems. Firstly, according to a comprehensive analysis on the particle impoverishment problem, a new particle generating mechanism is developed to compensate the particles. Then, all the particles are integrated into the SMC-PHD filter framework. Simulation results demonstrate that, in comparison with the SMC-PHD filter, proposed PC-SMC-PHD filter is capable of overcoming the particle impoverishment problem, as well as improving the processing rate for a certain tracking accuracy in different scenarios.
文摘针对纯方位目标跟踪(Bearing-Only Tracking,BOT)系统强非线性特点,提出一种新的解决方案:采用平方根中心差分卡尔曼滤波器(Square-RootCDKF,SRCDKF)产生粒子滤波提议分布,融入最新的观测数据影响;增加改进措施以提高滤波性能,如采用系统重抽样算法减少方差、应用马尔可夫链模特卡罗(Markovchain Monte Carlo,MCMC)方法消除粒子贫乏等。仿真表明该算法是有效的,针对当前BOT系统,比传统EKF、PF算法可靠性更好,跟踪精度更高。