Particle filter algorithm with correlative noises

doi:10.3969/j.issn.1001-0548.2016.02.021

CORC > 兰州理工大学 > 兰州理工大学 > 理学院

	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
	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.