一种卡尔曼滤波与粒子滤波相结合的非线性滤波算法
A Nonlinear Filtering Algorithm Combining the Kalman Filter and the Particle Filter
查看参考文献14篇
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文摘
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提出一种基于卡尔曼滤波与粒子滤波的非线性滤波算法.这种方法对于状态变量服从线性变化而观测方程为非线性的动态系统模型具有显著的效果.首先使用粒子滤波对状态变量进行初估计,然后对估计结果进行卡尔曼滤波,另外推导出该系统模型下状态变量估计误差的克拉美劳下界.通过计算复杂度分析及仿真实验验证,表明新方法与标准粒子滤波算法复杂度相当,但参数估计精度要高于标准粒子滤波以及扩展卡尔曼滤波算法,估计误差甚至要低于系统模型的克拉美劳下界. |
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其他语种文摘
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A nonlinear filtering algorithm is proposed based on the Kalman filter and the particle filter.The method can provide significant performance for dynamic nonlinear system which is consist of linear state equation and nonlinear measurement equation.Firstly,the particle filter is utilized for initial estimation of the state variables,and then the Kalman filter is performed.The Cramer-Rao Bound is derived for the nonlinear model.Computation complexity analysis and numerical simulations demonstrate that the proposed algorithm has the same complexity as thestandard particle filter,but the estimation accuracy is higher than the standard particle filter and the extended Kalman filter.The estimation error is even lower than the Cramer-Rao Bound of the system model. |
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来源
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电子学报
,2013,41(1):148-152 【核心库】
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DOI
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10.3969/j.issn.0372-2112.2013.01.026
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关键词
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非线性滤波
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粒子滤波
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卡尔曼滤波
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克拉美劳下界
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计算复杂度
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地址
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1.
大连理工大学电子信息与电气工程学部, 辽宁, 大连, 116024
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国家无线电监测中心, 北京, 100037
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北京邮电大学信息与通信工程学院, 北京, 100876
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语种
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中文 |
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文献类型
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研究性论文 |
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ISSN
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0372-2112 |
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学科
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电子技术、通信技术 |
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基金
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国家自然科学基金
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文献收藏号
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CSCD:4755570
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参考文献 共
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