Particle filter algorithm with correlative noises

doi:10.3969/j.issn.1001-0548.2016.02.021

IR > 理学院

	Particle filter algorithm with correlative noises
	Li, Wei; Cao, Jie; Li, Jun; Wang, Jin-Hua
	2016-05-30
发表期刊	Dianzi Keji Daxue Xuebao/Journal of the University of Electronic Science and Technology of China
ISSN	10010548
卷号	45 期号:3 页码:436-441
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.
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
DOI	10.3969/j.issn.1001-0548.2016.02.021
收录类别	EI
语种	中文
出版者	Univ. of Electronic Science and Technology of China
EI入藏号	20162202444248
EI主题词	Gaussian noise (electronic)
EI分类号	922.1 Probability Theory - 922.2 Mathematical Statistics - 961 Systems Science
来源库	Compendex
分类代码	922.1 Probability Theory - 922.2 Mathematical Statistics - 961 Systems Science
引用统计	无
文献类型	期刊论文
条目标识符	https://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
第一作者单位	兰州理工大学
第一作者的第一单位	兰州理工大学
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.