| 裂变自举粒子滤波 |
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| 引用本文： | 程水英,张剑云.裂变自举粒子滤波[J].电子学报,2008,36(3):500-504. |
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| 作者姓名： | 程水英 张剑云 |
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| 作者单位： | 电子工程学院,安徽合肥 230037 |
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| 基金项目： | 国家自然科学基金资助项目(No.60702015);中国博士后科学基金项目(No.20070420740) |
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| 摘 要： | 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.
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| 关 键 词： | 递推非线性滤波 扩展卡尔曼滤波 粒子滤波 自举粒子滤波 裂变繁殖 裂变自举粒子滤波 |
| 文章编号： | 0372-2112(2008)03-0500-05 |
| 收稿时间： | 2006-04-03 |
| 修稿时间： | 2006年4月3日 |
Fission Bootstrap Particle Filtering |
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| CHENG Shui-ying,ZHANG Jian-yun.Fission Bootstrap Particle Filtering[J].Acta Electronica Sinica,2008,36(3):500-504. |
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| Authors: | CHENG Shui-ying ZHANG Jian-yun |
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| Affiliation: | Electronic and Engineering Institute,Hefei,Anhui 230037,China |
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| Abstract: | Among the various particle filtering(PF) evolutions,the bootstrap PF(BPF) is the most classical and popular algorithm.However,it is subject to severe sample impoverishment after resampling.To overcome the above problem,the fission BPF(FBPF) algorithm is proposed,in which the preprocess including weights sorting,particle reproducing by fission,and weights normalizing is inserted before the original resampling step as soon as the importance weights degenerate severely.The results of Monte Carlo simulations ab... |
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| Keywords: | recursive nonlinear filtering extended kalman filtering particle filtering bootstrap particle filtering reproduction by fission fission bootstrap particle filtering |
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