| 一种新的基于数值积分的粒子滤波算法 |
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| 引用本文： | 梁军利,杨树元,曲超,高丽.一种新的基于数值积分的粒子滤波算法[J].电子与信息学报,2007,29(6):1369-1372. |
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| 作者姓名： | 梁军利 杨树元 曲超 高丽 |
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| 作者单位： | 1. 中国科学院声学研究所,北京,100080
2. 中国科学院研究生院,北京,100039 |
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| 摘 要： | 该文提出了一种新的用于非线性非高斯系统状态估计的粒子滤波算法。首先通过基于数值积分的差商滤波器产生重要密度函数，由于这些重要密度函数结合了最新的观测数据，这样采样得到的样本更接近于系统状态的真实后验概率，因此其性能优于标准的粒子滤波算法。最后给出了理论分析和仿真结果，验证了该算法的有效性。
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| 关 键 词： | 数值积分 差商滤波器 粒子滤波 贝叶斯滤波 目标跟踪 |
| 文章编号： | 1009-5896（2007）06-1369-04 |
| 收稿时间： | 2005-11-3 |
| 修稿时间： | 2005-11-032006-04-27 |
A New Particle Filter Based on Numerical Integration Method |
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| Liang Jun-li,Yang Shu-yuan,Qu Chao,Gao Li.A New Particle Filter Based on Numerical Integration Method[J].Journal of Electronics & Information Technology,2007,29(6):1369-1372. |
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| Authors: | Liang Jun-li Yang Shu-yuan Qu Chao Gao Li |
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| Affiliation: | 1 Institute of Acoustics, Chinese Academy of Sciences, Beijing 100080, China;2 Graduate School, Chinese Academy of Sciences, Beijing 100039, China |
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| Abstract: | This paper introduces a new particle filter for nonlinear and non-Gaussian systems.The divided difference filter based on numerical integration is used for generating the importance density functions.As it integrates the new observations into system state transition density, which approximates to the state posterior density, the proposed particle filter has the better performance than the conventional one. Finally, the validity of this method is well verified by the computer simulations. |
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| Keywords: | Numerical integration Divided difference filter Particle filtering Bayesian filtering Target tracking |
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