递归贝叶斯估计框架下的非线性滤波算法综述

对递归贝叶斯估计框架下的非线性滤波(Nonlinear Filter,NF)算法进行分类,根据NF算法设计思想的不同把它们分为基于函数拟合/变换的NF算法、基于矩拟合的NF算法和基于条件后验概率密度函数拟合的NF算法.同时,还论述了线性回归卡尔曼滤波算法、二阶分离差分卡尔曼滤波算法、Unscented Kalman Filter算法和高斯-厄米特滤波算法四者间的共性与区别,指出了基于NF算法间相互融合的新NF算法设计的不足,分析了上述三类NF算法设计思想的完备性,发现了一些NF算法设计思想中的不足,明确了NF算法将来的突破方向.

Survey of Nonlinear Filters in the Framework of Recursive Bayesian Estimation

Nonlinear filters in the framework of recursive Bayesian estimation were classified.These filters were divided into three categories based on their designed ideas.These categories include nonlinear filters based on functions'approximation or transform and nonlinear filters based on moments'approximation and nonlinear filters based on conditional posterior probability density function's approximation.At the same time,common properties and special properties among the linear regression Kalman filter and divid...