| 基于Sh相关系数的非线性系统状态粒子估计算法 |
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| 引用本文： | 梁军,彭喜元.基于Sh相关系数的非线性系统状态粒子估计算法[J].电子学报,2010,38(Z1). |
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| 作者姓名： | 梁军 彭喜元 |
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| 作者单位： | 哈尔滨工业大学自动化测试与控制系,黑龙江哈尔滨,150080 |
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| 基金项目： | 高等学校博士学科点专项科研基金 |
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| 摘 要： | 本文提出一种适用于非线性系统状态的粒子估计算法--基于Sh相关系数的粒子估计(PE)算法.该算法主要由预测、更新和平滑组成,利用被估计状态观测值路径和粒子观测值路径之间的Sh相关系数来修正粒子权值.仿真实验结果表明,该算法在状态估计精度上优于序列重要性重采样(SIR)算法、辅助粒子滤波(APF)算法、正则化粒子滤波(RPF)算法、高斯粒子滤波(GPF)算法和高斯混合粒子滤波(GSPF)算法.
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| 关 键 词： | 非线性随机系统 状态空间模型 状态估计 粒子滤波 Sh相关系数 |
Particle Estimation Algorithm Using Sh Correlation Coefficient for Nonlinear System State |
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| LIANG Jun,PENG Xi-yuan.Particle Estimation Algorithm Using Sh Correlation Coefficient for Nonlinear System State[J].Acta Electronica Sinica,2010,38(Z1). |
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| Authors: | LIANG Jun PENG Xi-yuan |
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| Affiliation: | LIANG Jun,PENG Xi-yuan(Department of Automatic Test and Control,Harbin Institute of Technology,Harbin,HeiLongJiang 150001,China) |
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| Abstract: | This paper introduces a particle estimation algorithm using Sh correlation coefficient(PE) for nonlinear system state.It consists of prediction,update,and smoothing.It modifies the weights of the particles using the Sh correlation coefficient between the observations of the estimated state and the observations of the particles.The simulation results are presented to demonstrate the improved performance of the SCPF over those known particle filters including the sequential importance resampling algorithm,the... |
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| Keywords: | nonlinear stochastic systems state space models state estimation particle filters Sh correlation coefficient |
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