| 一种非线性动态系统参数估计方法 |
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| 引用本文： | 李艳玲,黄春艳.一种非线性动态系统参数估计方法[J].华北水利水电学院学报,2009,30(2). |
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| 作者姓名： | 李艳玲 黄春艳 |
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| 作者单位： | 华北水利水电学院,河南,郑州,450011 |
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| 基金项目： | 河南省教育厅自然科学基金 |
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| 摘 要： | 从非线性动态系统的参数估计问题出发,介绍了一种新的估计方法——粒子滤波估计法,该方法是一种基于贝叶斯推理和蒙特卡罗方法递推算法,通过动态模型推导了粒子的数值,通过实例分析了该估计方法的性能.结果表明,粒子滤波方法能显著提高估计性能,且精度高,比较灵活.
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| 关 键 词： | 非线性系统 贝叶斯估计 卡尔曼滤波器 蒙特卡洛方法 粒子滤波器 |
A Parameter Estimation Method of Nonlinear Dynamic Systems |
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| LI Yan-ling,HUANG Chun-yan.A Parameter Estimation Method of Nonlinear Dynamic Systems[J].Journal of North China Institute of Water Conservancy and Hydroelectric Power,2009,30(2). |
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| Authors: | LI Yan-ling HUANG Chun-yan |
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| Affiliation: | North China Institute of Water Conservancy and Hydroelectric Power;Zhengzhou 450011;China |
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| Abstract: | From parameter estimation of nonlinear dynamic systems,a new parameter estimation method is introduced,which is called practical filter.The method based on Bayesian inference and Monte-Carlo method.The particles' weight is deduced through dynamic model,the performances of this estimation method is analyzed by the example.The simulation results show that particle filter can notably raise the estimation performance,the precision is high,and this method is flexible. |
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| Keywords: | nonlinear system Bayesian estimation Kalman Filter Monte Carlo methods Particle Filter |
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