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一种新的粒子滤波算法
引用本文:王来雄,黄士坦.一种新的粒子滤波算法[J].武汉大学学报(工学版),2006,39(1):118-120.
作者姓名:王来雄  黄士坦
作者单位:西安微电子技术研究所,陕西,西安,710075
摘    要:将采样重要再采样(SIR)方法与无迹卡尔曼滤波(UKF)相结合,提出一种新的粒子滤波算法.该算法具有无迹粒子滤波(UPF)粒子使用效率高和SIR粒子滤波运算速度快的优点,同时克服了UPF运算量的增长速率快于状态维数增长的缺陷.仿真结果表明,与UPF相比,本算法在几乎不影响滤波效果的前提下,大幅减少滤波所需计算量.

关 键 词:粒子滤波  提议概率密度  采样重要再采样  无迹卡尔曼滤波  跟踪
文章编号:1671-8844(2006)01-118-03
收稿时间:2005-11-14
修稿时间:2005年11月14

A novel particle filter algorithm
WANG Laixiong,HUANG Shitan.A novel particle filter algorithm[J].Engineering Journal of Wuhan University,2006,39(1):118-120.
Authors:WANG Laixiong  HUANG Shitan
Abstract:Based on combination of sampling importance resampling(SIR) and unscented Kalman filter(UKF),a novel particle filter is proposed,possessing the merits of high utility efficiency of particles in unscented particle filter(UPF) and of simple operation in SIR,and overcoming the drawback of the rate of increase of computational cost being faster than that of state dimension in UPF.Simulation results show that the proposed algorithm reduces UPF computation notably on the premise of almost not weakening performance.
Keywords:particle filter  proposal probability density  SIR  unscented Kalman filter  tracking  
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