| 基于分层转移的粒子滤波MCMC重采样算法 |
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| 引用本文： | 田隽,钱建生,李世银.基于分层转移的粒子滤波MCMC重采样算法[J].控制与决策,2011,26(8):1253-1258. |
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| 作者姓名： | 田隽 钱建生 李世银 |
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| 作者单位： | 1. 中国矿业大学信息与电气工程学院,江苏徐州221008;徐州工程学院电子与信息工程学院,江苏徐州221009
2. 中国矿业大学信息与电气工程学院,江苏徐州,221008 |
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| 基金项目： | 国家863计划项目(2008AA062200); 江苏省产学研联合创新基金项目(BY2009114) |
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| 摘 要： | 针对粒子滤波中如何设计重采样策略以解决“权值蜕化”，同时又可避免“样本贫化”的问题，提出一种基于分层转移的Monte Carlo Markov链（MCMC）重采样算法．当样本容量检测出现“蜕化”时，将样本集按权值蜕化程度进行分层，利用提出的变异繁殖算法，将其与PSO融合产生MCMC转移核，并施以分层子集；然后通过Metroplis—Hastings算法进行接收-拒绝采样，由此构建的Markov链可收敛到与目标真实后验等价的平稳分布．数值仿真结果表明，所提出的算法能以更快的收敛速度和更小的估计误差贴近目标真实后验，从而提高了估计精度．
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| 关 键 词： | 分层转移 变异繁殖 粒子群优化 Monte Carlo Markov链 重采样 粒子滤波 |
| 收稿时间： | 2010/6/1 0:00:00 |
| 修稿时间： | 2010/9/17 0:00:00 |
Resampling algorithm for particle filter based on layered transacting MCMC |
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| TIAN Jun,QIAN Jian-sheng,LI Shi-yin.Resampling algorithm for particle filter based on layered transacting MCMC[J].Control and Decision,2011,26(8):1253-1258. |
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| Authors: | TIAN Jun QIAN Jian-sheng LI Shi-yin |
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| Affiliation: | TIAN Jun~(1,2),QIAN Jian-sheng~1,LI Shi-yin~1 (1.School of Information and Electrical Engineering,China University of Mining and Technology,Xuzhou 221008,China,2.School of Electronic and Information Engineering,Xuzhou Institute of Technology,Xuzhou 221009,China. |
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| Abstract: | To resolve weight degeneracy and avoid sample impoverishment in resampling algorithms of particle filter,a method,named layered transacting MCMC-resampling algorithm,is proposed.When the effective sample size is below a fixed threshold,particles are dived into two sample subsets according to their individual weights.Mutation operator and PSO,which are considered as transition kernels of MCMC,are applied to sample subsets respectively.Then an acceptance-rejection rule of Metropolis-Hastings algorithm is used... |
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| Keywords: | layered transacting mutation particle swarm optimization MCMC resampling particle filter |
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