A Novel Auxiliary Variable Particle Filter

ZHAO Dan-dan; REN Ping-an; LIU Jing-na

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A Novel Auxiliary Variable Particle Filter

更新时间：2026-09-04

- A Novel Auxiliary Variable Particle Filter
- Vol. 34, Issue 2, Pages: 39-42(2017)
- 作者机构：
  
  陕西师范大学计算机科学学院,陕西,西安,710062
- 作者简介：
- 基金信息：
- DOI：
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- Published：2017
- 稿件说明：
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赵丹丹, 任平安, 刘静娜. 一种新的改进辅助变量粒子滤波算法[J]. 微电子学与计算机, 2017, 34(2): 39-42.

ZHAO Dan-dan, REN Ping-an, LIU Jing-na. A Novel Auxiliary Variable Particle Filter[J]. 2017, 34(2): 39-42.
赵丹丹, 任平安, 刘静娜. 一种新的改进辅助变量粒子滤波算法[J]. 微电子学与计算机, 2017, 34(2): 39-42. DOI：

ZHAO Dan-dan, REN Ping-an, LIU Jing-na. A Novel Auxiliary Variable Particle Filter[J]. 2017, 34(2): 39-42. DOI：

摘要

针对辅助变量粒子滤波(AVPF)对状态估计无法获得较好的滤波精度的问题

本文提出了一种改进的辅助变量粒子滤波算法.将正则化的思想引入到辅助变量粒子滤波的重采样中

在重采样中将离散的概率分布函数近似为连续的分布函数

该方法不仅保留了AVPF在重采样之前依据似然值的大小对原粒子集中的各个权值进行修正

从经过平滑后的后验密度中重采样的特点

在重采样中引入正则化思想后还能够保持粒子的多样性

增加有效样本数目

能够有效抑制样本退化.针对一个被广泛采用的双峰

高度非线性的系统模型

在选取不同的过程噪声下

进行Monte Carlo仿真实验.仿真实验表明

改进的辅助变量粒子滤波具有更好滤波精度.

Abstract

Auxiliary variable particle filter (AVPF) at smaller process noise

state estimation can not get better filtering accuracy

this paper presents a novel auxiliary variable particle filter. Regularization will be introduced into resampling of auxiliary variable particle filter

In the resampling

the discrete probability distribution function approximated by a continuous distribution function

which not only retains the feature that AVPF based on the size of likelihood values revises the original particles are concentrated weights before resampling

from smooth posterior density resampling

after the introduction of regularization also able to maintain the diversity of particle in the resampling

increasing the number of the effective particles

can effectively inhibit the degradation of the sample. For doublet

a highly nonlinear system model has been widely used

in the process of selecting a different noise

carry out Monte Carlo simulations. Simulation results show that the novel variable particle filter has better filtering accuracy.

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Keywords

references

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程水英, 张剑云. 基于辅助变量粒子滤波的空对海Bo-TMA的研究[J]. 电子与信息学报, 2007, 29(11): 2734-2739. DOI: 2734

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