| 基于粒子滤波的混沌系统参数估计和滤波方法 |
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| 引用本文： | 李国辉,李亚安,杨宏.基于粒子滤波的混沌系统参数估计和滤波方法[J].兵工学报,2012,33(12):1504-1509. |
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| 作者姓名： | 李国辉 李亚安 杨宏 |
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| 作者单位： | 西北工业大学航海学院,陕西西安710072;西安邮电大学电子工程学院,陕西西安710121;西北工业大学航海学院,陕西西安,710072 |
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| 基金项目： | 国家自然科学基金项目，陕西省教育厅专项科研计划项目，西安邮电大学青年教师科研基金 |
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| 摘 要： | 混沌系统的参数估计是混沌系统控制和同步的前提。鉴于混沌系统具有初值敏感性、不能长期预测等特点，提出了一种基于粒子滤波(PF)的混沌系统参数估计和滤波方法，并将其用于Lorenz混沌系统的参数估计和滤波，在叠加噪声情况下对混沌系统进行仿真分析。结果表明，文中提出的滤波方法在估计偏差方面优于基于扩展卡尔曼滤波（EKF）的混沌系统参数估计和滤波方法，对混沌系统的参数估计和滤波是一种有效的方法。
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| 关 键 词： | 自动控制技术 混沌系统 粒子滤波 扩展卡尔曼滤波器 滤波 |
A Parameter Estimation and Filtering Method of Chaotic System Based on Particle Filter |
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| LI Guo-hui
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LI Ya-an
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YANG Hong.A Parameter Estimation and Filtering Method of Chaotic System Based on Particle Filter[J].Acta Armamentarii,2012,33(12):1504-1509. |
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| Authors: | LI Guo-hui LI Ya-an YANG Hong |
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| Affiliation: | (1.School of Marine Engineering, Northwestern Polytechnical University, Xi’an 710072, Shaanxi, China;2.School of Electronic and Engineering, Xi’an University of Posts and Telecommunications, Xi’an 710121, Shaanxi, China) |
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| Abstract: | The parameter estimation of chaotic system is a premise of system control and synchronization. In view of chaotic system's characteristics, such as sensitivity to initial condition, long term unpredictability and so on, a filter applying to chaotic system was proposed based on chaotic system state space theory and particle filter (PF) theory. In a superimposed noise conditions, the parameter estimation and filtering of Lorenz chaotic system were simulated and analyzed. The simulation results show the proposed filtering algorithm is better than a chaotic system parameter estimation and filtering method based on extended Kalman filter (EKF) in bias estimates, and is an effective method for estimating the parameters of chaotic system and filter. |
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| Keywords: | automatic control technology chaotic system particle filter extended Kalman filter filter |
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