基于充分统计量的粒子滤波方法

A Sufficient Statistics Based Particle Filter Method

  • 摘要: 提出一种基于充分统计量的粒子滤波方法,用来解决粒子滤波方法在重采样过程中带来的采样粒子多样性丧失、计算量增大等问题.当系统状态的后验概率密度函数可以使用充分统计量进行描述,并且充分统计量易于更新时,该方法可通过充分统计量的传递代替后验概率密度函数的更新,从而可避免重采样过程,降低计算量.将所提方法应用于非线性系统中状态和参数的联合估计问题,进行了仿真实验,结果验证了本方法的有效性.

     

    Abstract: A sufficient statistics based particle filter is proposed to deal with such problems in the resampling procedure as loss of diversity among particles and large computational complexity.If the posterior density function of the system state can be expressed with a set of sufficient statistics which are easy to update,the proposed method replaces the update of posterior density function with the propagation of sufficient statistics,so the resampling procedure can be avoided and the computation burden can be reduced.Simulation experiment is made by applying the proposed method to joint estimation of state and parameter of nonlinear system,and the results prove the validity of the proposed method.

     

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