| 非线性滤波算法的性能分析 |
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| 引用本文： | 万洋,王首勇.非线性滤波算法的性能分析[J].空军雷达学院学报,2010,24(2):111-114. |
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| 作者姓名： | 万洋 王首勇 |
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| 作者单位： | 1. 空军雷达学院研究生管理大队,武汉,430019
2. 空军雷达学院空天基预警监视装备系,武汉,430019 |
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| 摘 要： | 对目前非线性滤波的主要算法即扩展卡尔曼滤波、不敏卡尔曼滤波、粒子滤波、扩展卡尔曼粒子滤波和不敏粒子滤波的滤波模型、适用条件、性能进行了分析比较,给出了每种方法的计算复杂度.通过一个非线性非高斯模型进行了仿真,验证了这些算法的性能.
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| 关 键 词： | 扩展卡尔曼滤波 不敏卡尔曼滤波 粒子滤波 扩展卡尔曼粒子滤波 不敏粒子滤波 |
Analysis of Performances on Nonlinear Filtering Algorithms |
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| WAN Yang,WANG Shou-yong.Analysis of Performances on Nonlinear Filtering Algorithms[J].Journal of Air Force Radar Academy,2010,24(2):111-114. |
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| Authors: | WAN Yang WANG Shou-yong |
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| Affiliation: | 1. Department of Graduate Management/a>;AFRA/a>;Wuhan 430019/a>;China/a>;2. Department of Air/Space-based Early Warning Surveillance Equipment/a>;China |
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| Abstract: | The filtering model,applied condition and performance of the current nonlinear filtering algorithms including extended Kalman filter,unscented Kalman filter,particle filter,extended Kalman particle filter and unscented particle filter were analyzed and compared,and the computation complexity of each algorithm given. Finally,the performance of algorithms was verified by simulating a nonlinear Guassian model. |
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| Keywords: | extended Kalman filter （EKF） unscented Kalman filter （UKF） particle filter （PF） extended Kalman particle filter （EPF） unscented particle filter （UPF） |
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