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改进粒子滤波算法研究
引用本文:张淼,胡建旺,周云锋.改进粒子滤波算法研究[J].兵工自动化,2008,27(11):61-63.
作者姓名:张淼  胡建旺  周云锋
作者单位:军械工程学院指挥与控制工程教研室,河北,石家庄,050003
摘    要:重采样思想能解决粒子滤波中的粒子退化问题,但却导致粒子多样性丧失的现象,使描述状态后验概率密度的粒子不够充分。围绕如何增加粒子的多样性,已提出的改进算法包括MCMC移动步骤及正则化粒子滤波(RPF)算法。讨论2种改进算法的基本思想及步骤,通过对一典型标量非线性系统的仿真实验,分析改进算法的性能特点。实验结果表明,2种改进算法都有效增加了粒子的多样性,缓解了粒子匮乏问题。

关 键 词:重采样  粒子滤波  粒子衰竭

Research of Improved Particle Filtering Algorithm
ZHANG Miao,HU Jian-wang,ZHOU Yun-feng.Research of Improved Particle Filtering Algorithm[J].Ordnance Industry Automation,2008,27(11):61-63.
Authors:ZHANG Miao  HU Jian-wang  ZHOU Yun-feng
Affiliation:(Staff Room of Command & Control Engineering, Ordnance Engineering College, Shijiazhuang 050003, China)
Abstract:The resample technique can resolve particle degeneration in particle filtering,but it leads loss of particle diversities.The result is that the particles which used to describe the probabilities of posterior probability density of state are not enough.Concerning advanced ways on how to expand diversities of particles,including algorithms of Monte Carlo Markov Chain(MCMC) movement and Regularized Particle Filter(RPF).Discuss basic ideas and steps of the two algorithms.Through a simulation on a typical scalar quantity non-linear system,analyze the characteristics of the algorithms.The results show that both the two algorithms can expand diversities of particles,and can ease up the problem of lack of particles.
Keywords:Resample  Particle filtering  Particle failure
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