一种有效的粒子滤波器的改进算法

为了解决粒子滤波算法中重采样后粒子中包含重复点过多,从而丧失了粒子的多样性等问题,文中在重采样后引入一个马尔可夫链蒙特卡罗（MCMC）移动步骤来增加粒子的多样性,因而能更好地近似状态的后验概率分布。     

改进的粒子滤波算法

针对标准粒子滤波算法重采样后粒子多样性丧失问题,提出一种在粒子补偿的基础上,利用预测值与观测值的方差进行粒子重采样的改进粒子滤波算法。该算法是在标准粒子滤波算法的基础上,加入粒子补偿的步骤,然后利用预测值与观测值的方差在权值较高的粒子周围进行重采样来改善标准粒子滤波算法中粒子多样性丧失问题。实验结果表明:在相同条件下,改进粒子滤波算法比标准粒子滤波算法具有更小的平均均方误差(RMSE)和更高的目标跟踪精度,数据表明,其目标跟踪精确度提高30%以上。     

基于阵列单通道的机动目标DOA跟踪方法

针对现有利用阵列单通道系统对机动目标跟踪精度不高,实时性差等不足,提出了一种新的基于改进粒子滤波算法的阵列单通道机动目标波达方向(direction of arrival, DOA)跟踪方法。该方法首先在利用接收机轮流采样建立数学模型的基础上,建立跟踪模型。然后,利用粒子群优化算法对马尔科夫链蒙特卡罗(Markov Chain Monte Carlo, MCMC)粒子滤波算法的重采样环节进行优化处理,给出了一种交互MCMC粒子滤波算法,该算法克服了传统粒子滤波算法粒子退化及样本贫化的固有缺陷。最后利用该算法求解跟踪方程,实现了实时DOA估计。理论分析与仿真结果表明,本文方法可实现基于阵列单通道的DOA跟踪与波束形成一体化,且能够处理相干信号,与标准粒子滤波和子空间类算法相比,收敛速度快,跟踪精度高。      

基于QMCPF-IMM的强机动目标跟踪算法研究

为了提高雷达对机动目标的跟踪精度,通过融合拟蒙特卡罗思想,提出了一种适用于非线性非高斯系统的拟蒙特卡罗粒子滤波交互式多模型算法。该算法利用拟蒙特卡罗采样,克服传统算法采样粒子间隙过大、粒子层叠问题,增加交互式多模型对机动目标跟踪时的有效粒子数;通过区间估计理论,解决拟蒙特卡罗支撑区间难以计算问题,并结合核密度估计重采样,保证采样粒子的低等差异性。仿真结果表明：与交互式多模粒子滤波算法相比,改进算法可在保证滤波实时性的同时,提高跟踪精度。     

一种改进重采样的粒子滤波算法

粒子滤波算法中重采样是解决粒子退化的一种重要方法,但重采样会导致粒子多样性的损失。针对这一问题,对基本重采样算法进行了改进。改进算法首先按基本重采样思想找到权值大的粒子进行复制,然后借鉴遗传算法进行交叉和变异操作,其中变异由变异尺度因子和粒子集的均值来实现。利用改进重采样的粒子滤波算法对经典纯方位目标跟踪问题进行了仿真,仿真结果表明,改进算法具有更好的跟踪精度。     

基于微分进化的组合重采样粒子滤波算法

针对粒子滤波重采样带来的样本贫化问题,设计了微分进化组合重采样算法。通过引入微分进化算法的交叉变异操作保持了粒子多样性;同时将残差重采样和微分进化重采样算法组合起来,克服了单纯微分进化重采样的时滞性问题。蒙特卡罗仿真表明,所研究的算法在精度上有很大的提高,并且实时性较好。算法效率提高了1倍,只需300个粒子就可以达到残差重采样粒子滤波1000个粒子的效果,而且实时性提高了很多。     

基于改进的粒子滤波算法的目标跟踪

为了解决粒子滤波算法在重采样过程中会造成粒子有效性和多样性的丧失,导致粒子贫化现象,提出了一种基于萤火虫算法的改进的粒子滤波算法。该算法在粒子滤波重要性采样过程中使用萤火虫算法,对粒子进行迭代寻优,使得采样出来的粒子更接近真实的后验概率;在粒子滤波重采样过程中,使用萤火虫算法使得粒子向高似然区域移动,提高粒子的多样性。实验结果表明,基于改进的粒子滤波算法目标跟踪效果优于传统的粒子滤波算法,可以在各种具有挑战性的条件下更好地进行目标跟踪。     

基于改进SFLA-PF算法的OFDM系统的目标跟踪

在OFDM通信系统中,为了解决非线性的目标跟踪问题,提出了基于改进混合蛙跳算法(SFLA)和粒子滤波算法(PF)相结合的方法来研究动态目标跟踪技术.首先利用高斯变异的局部搜索能力强和柯西变异的全局搜索能力强等优点对混合蛙跳算法进行改进,然后用改进后的混合蛙跳算法来优化粒子滤波算法进行动态跟踪,其优点不需要重采样步骤,有效地保持了粒子的多样性和有效性.仿真结果表明,该算法能够有效实现动态目标跟踪,并且跟踪效果优于同等条件下的混合蛙跳算法和粒子滤波算法.     

基于人工蜂群算法的粒子滤波目标跟踪

针对基于粒子滤波的视频目标跟踪算法中由于粒子重采样过程而导致粒子贫化的问题,提出了一种基于人工蜂群算法的粒子滤波目标跟踪算法,利用群体智能的特点使得粒子集在重采样前得到优化,保持了粒子的多样性,从而解决了粒子贫化问题,同时增加了有效粒子的数目.实验结果表明,基于人工蜂群算法的粒子滤波跟踪算法,比标准粒子滤波跟踪算法所需粒子数更少,对目标遮挡、较复杂背景有较好的跟踪效果.     

一种改进的MCMC移动步骤的U粒子滤波算法

粒子退化是标准粒子滤波算法的主要缺陷。针对这一缺陷,提出了一种改进算法,在提出的具有MCMC移动步骤的U粒子滤波算法上进行性能分析,从样本产生和对MCMC移动步骤的使用两个方面对算法进行改进,减小了算法的计算量,提高算法的运算速度。仿真结果表明,改进后的算法大大减少了运算量,从一定程度上提高了运行效率。     

Direct tracking of noncircular sources for multiple arrays via improved unscented particle filter method

Direct tracking problem of moving noncircular sources for multiple arrays is investigated in this study. Here, we propose an improved unscented particle filter (I-UPF) direct tracking method, which combines system proportional symmetry unscented particle filter and Markov Chain Monte Carlo (MCMC) algorithm. Noncircular sources can extend the dimension of sources matrix, and the direct tracking accuracy is improved. This method uses multiple arrays to receive sources. Firstly, set up a direct tracking model through consecutive time and Doppler information. Subsequently, based on the improved unscented particle filter algorithm, the proposed tracking model is to improve the direct tracking accuracy and reduce computational complexity. Simulation results show that the proposed improved unscented particle filter algorithm for noncircular sources has enhanced tracking accuracy than Markov Chain Monte Carlo unscented particle filter algorithm, Markov Chain Monte Carlo extended Kalman particle filter, and two-step tracking method.     

改进粒子滤波算法在目标状态估计中的应用

针对粒子滤波算法(PF)建议性函数的选择问题和粒子匮乏现象,提出了改进粒子滤波算法.该算法利用无迹卡尔曼滤波(UKF)产生建议性分布,提高估计精度;采用马尔科夫蒙特卡罗法(MCMC)保持粒子多样性,抑制粒子匮乏现象.仿真结果表明该算法的目标状态估计精度明显优于PF、UPF、PF-MCMC和PF-EKF-MCMC算法.     

基于最优采样函数的粒子滤波算法与贝叶斯估计

传统粒子滤波器(PF)直接根据状态演化方程产生新的粒子,由于没有考虑新近观测对状态估计的影响,这种滤波器性能较差,即便在粒子数目很大的情况也是如此。为此,本文提出一种基于序贯重要采样(SIS)的改进粒子滤波算法,该算法采用集成了新近观测量的最优采样(或重要密度)函数指导粒子的生成,使粒子权值的方差最小化,能有效减轻粒子退化问题;同时。在粒子重采样之后增加了马尔科夫链蒙特卡洛(MCMC)过程,消除了重采样引起的粒子贫化的负面影响,从而使粒子的多样性得以保持。对非线性系统的状态估计和只测角跟踪的仿真实例均表明,本文所提出的算法比传统估计算法如EKF,UKF具有更高的精度和更强的鲁棒性;与标准PF相比,其性能也有较大的提高,并可以在相同的估计精度下大大减少所需的粒子数目,是一种有效的非线性滤波算法。     

Multitarget state and track estimation for the probability hypotheses density filter

The particle Probability Hypotheses Density (particle-PHD) filter is a tractable approach for Random Finite Set (RFS) Bayes estimation, but the particle-PHD filter can not directly derive the target track. Most existing approaches combine the data association step to solve this problem. This paper proposes an algorithm which does not need the association step. Our basic ideal is based on the clustering algorithm of Finite Mixture Models (FMM). The intensity distribution is first derived by the particle-PHD filter, and then the clustering algorithm is applied to estimate the multitarget states and tracks jointly. The clustering process includes two steps: the prediction and update. The key to the proposed algorithm is to use the prediction as the initial points and the convergent points as the estimates. Besides, Expectation-Maximization (EM) and Markov Chain Monte Carlo (MCMC) approaches are used for the FMM parameter estimation.     

裂变自举粒子滤波

自举粒子滤波(BPF:Bootstrap Particle Filtering)是一种经典而应用广泛的粒子滤波算法,但其重采样后常会引起严重的样本枯竭问题.本文提出在权值蜕化较为严重时,在原先的重采样前增加SFN预处理,即权值排序、裂变繁殖(fission)和权值归一,得到裂变BPF(FBPF)算法.针对一个典型的后验密度为双峰的强非线性滤波估计问题,通过Monte Carlo仿真表明,FBPF算法在保持与BPF算法相当的估计精度和运算时间的条件下,克服了样本枯竭问题,算法的鲁棒性更强.     

量子进化粒子滤波算法及其在说话人跟踪中的应用

以说话人跟踪问题作为应用背景,针对非线性、非高斯随机系统的状态估计问题,本文将量子进化算法和粒子滤波相结合,提出了一种量子进化粒子滤波算法.该算法采用量子编码来表示粒子;通过模拟量子坍塌产生粒子集,同时引入量子变异与量子交叉操作来保持粒子的多样性,从而提高了算法的滤波性能.计算机仿真与说话人跟踪实验结果表明,量子进化粒子滤波算法比通常的粒子滤波算法具有更好的滤波性能.     

Remaining useful life prediction of lithium-ion battery using an improved UPF method based on MCMC

Lithium-ion batteries are widely used as power sources in various portable electronics, hybrid electric vehicles, aeronautic and aerospace engineering, etc. To ensure an uninterruptible power supply, the remaining useful life (RUL) prediction of lithium-ion batteries has attracted extensive attention in recent years. This paper proposed an improved unscented particle filter (IUPF) method for lithium-ion battery RUL prediction based on Markov chain Monte Carlo (MCMC). The method uses the MCMC to solve the problem of sample impoverishment in UPF algorithm. Additionally, the IUPF method is proposed on the basis of UPF, so it can also suppress the particle degradation existing in the standard PF algorithm. In this work, the IUPF method is introduced firstly. Then, the capacity data of lithium-ion batteries are collected and the empirical capacity degradation model is established. The proposed method is used to estimate the RUL of lithium-ion battery. The RUL prediction results demonstrate the effectiveness and advantage.     

Extensions of the SMC-PHD filters for jump Markov systems

The probability hypothesis density (PHD) filter is a promising algorithm for multitarget tracking, which can be extended for jump Markov systems (JMS). Since the existing multiple model sequential Monte Carlo PHD (MM SMC-PHD) filter is not interacting, two extensions of the SMC-PHD filters are developed in this paper. The interacting multiple-model (IMM) SMC-PHD filter approximates the model conditional PHD of target states by particles, and performs the interaction by resampling without any a priori assumption of the noise. The IMM Rao-Blackwellized particle (RBP) PHD filter uses the idea of Rao-Blackwellized to further enhance the performance of target state estimation for JMS with mixed linear/nonlinear state space models. The simulation results show that the proposed algorithms have better performances than the existing MM SMC-PHD filter in terms of state filtering and target number estimation.