Particle filter algorithm with correlative noises | |
Li, Wei; Cao, Jie; Li, Jun; Wang, Jin-Hua | |
刊名 | Dianzi Keji Daxue Xuebao/Journal of the University of Electronic Science and Technology of China
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2016-05-30 | |
卷号 | 45期号:3页码:436-441 |
关键词 | Distribution functions Monte Carlo methods Nonlinear systems Probability density function Analysis and simulation Characteristic of noise Joint probability density function Noise correlation Nonlinear system modeling Particle filter Particle filter algorithms Proposal distribution |
ISSN号 | 10010548 |
DOI | 10.3969/j.issn.1001-0548.2016.02.021 |
英文摘要 | The standard particle filter needs to meet the requirement of noise independent. In order to overcome this limitation, this paper proposes a correlative noise particle filter (CN-PF) algorithm. The method analyzes the characteristic of noise time correlation, and derives the joint probability density function of correlative noise based on the given nonlinear system model. The concrete implementation method of noise de-correlation is analyzed based on the Gaussian noise assumption. The optimal proposal distribution function is deduced in the condition of the importance weight variance minimum. The CN-PF algorithm compensates the shortage of the traditional particle filter algorithm effectively, and expands the application range of the PF algorithm. The theoretical analysis and simulation results show the effectiveness of the propose method. © 2016, Editorial Board of Journal of the University of Electronic Science and Technology of China. All right reserved. |
语种 | 中文 |
出版者 | Univ. of Electronic Science and Technology of China |
内容类型 | 期刊论文 |
源URL | [http://ir.lut.edu.cn/handle/2XXMBERH/112488] ![]() |
专题 | 理学院 电气工程与信息工程学院 |
作者单位 | College of Electrical and Information Engineering, Lanzhou University of Technology, Lanzhou; 730050, China |
推荐引用方式 GB/T 7714 | Li, Wei,Cao, Jie,Li, Jun,et al. Particle filter algorithm with correlative noises[J]. Dianzi Keji Daxue Xuebao/Journal of the University of Electronic Science and Technology of China,2016,45(3):436-441. |
APA | Li, Wei,Cao, Jie,Li, Jun,&Wang, Jin-Hua.(2016).Particle filter algorithm with correlative noises.Dianzi Keji Daxue Xuebao/Journal of the University of Electronic Science and Technology of China,45(3),436-441. |
MLA | Li, Wei,et al."Particle filter algorithm with correlative noises".Dianzi Keji Daxue Xuebao/Journal of the University of Electronic Science and Technology of China 45.3(2016):436-441. |
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