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Improved particle filtering techniques based on generalized interactive genetic algorithm 被引量:4
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作者 Yan Zhang Shafei Wang Jicheng Li 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2016年第1期242-250,共9页
This paper improves the resampling step of particle filtering(PF) based on a broad interactive genetic algorithm to resolve particle degeneration and particle shortage.For target tracking in image processing,this pa... This paper improves the resampling step of particle filtering(PF) based on a broad interactive genetic algorithm to resolve particle degeneration and particle shortage.For target tracking in image processing,this paper uses the information coming from the particles of the previous fame image and new observation data to self-adaptively determine the selecting range of particles in current fame image.The improved selecting operator with jam gene is used to ensure the diversity of particles in mathematics,and the absolute arithmetical crossing operator whose feasible solution space being close about crossing operation,and non-uniform mutation operator is used to capture all kinds of mutation in this paper.The result of simulating experiment shows that the algorithm of this paper has better iterative estimating capability than extended Kalman filtering(EKF),PF,regularized partide filtering(RPF),and genetic algorithm(GA)-PF. 展开更多
关键词 particle filtering(pf) particle degeneration particle shortage broad interactive genetic algorithm
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An improved particle filter indoor fusion positioning approach based on Wi-Fi/PDR/geomagnetic field 被引量:2
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作者 Tianfa Wang Litao Han +5 位作者 Qiaoli Kong Zeyu Li Changsong Li Jingwei Han Qi Bai Yanfei Chen 《Defence Technology(防务技术)》 SCIE EI CAS CSCD 2024年第2期443-458,共16页
The existing indoor fusion positioning methods based on Pedestrian Dead Reckoning(PDR)and geomagnetic technology have the problems of large initial position error,low sensor accuracy,and geomagnetic mismatch.In this s... The existing indoor fusion positioning methods based on Pedestrian Dead Reckoning(PDR)and geomagnetic technology have the problems of large initial position error,low sensor accuracy,and geomagnetic mismatch.In this study,a novel indoor fusion positioning approach based on the improved particle filter algorithm by geomagnetic iterative matching is proposed,where Wi-Fi,PDR,and geomagnetic signals are integrated to improve indoor positioning performances.One important contribution is that geomagnetic iterative matching is firstly proposed based on the particle filter algorithm.During the positioning process,an iterative window and a constraint window are introduced to limit the particle generation range and the geomagnetic matching range respectively.The position is corrected several times based on geomagnetic iterative matching in the location correction stage when the pedestrian movement is detected,which made up for the shortage of only one time of geomagnetic correction in the existing particle filter algorithm.In addition,this study also proposes a real-time step detection algorithm based on multi-threshold constraints to judge whether pedestrians are moving,which satisfies the real-time requirement of our fusion positioning approach.Through experimental verification,the average positioning accuracy of the proposed approach reaches 1.59 m,which improves 33.2%compared with the existing particle filter fusion positioning algorithms. 展开更多
关键词 Fusion positioning particle filter Geomagnetic iterative matching Iterative window Constraint window
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Constrained auxiliary particle filtering for bearings-only maneuvering target tracking 被引量:4
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作者 ZHANG Hongwei XIE Weixin 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2019年第4期684-695,共12页
To track the nonlinear,non-Gaussian bearings-only maneuvering target accurately online,the constrained auxiliary particle filtering(CAPF)algorithm is presented.To restrict the samples into the feasible area,the soft m... To track the nonlinear,non-Gaussian bearings-only maneuvering target accurately online,the constrained auxiliary particle filtering(CAPF)algorithm is presented.To restrict the samples into the feasible area,the soft measurement constraints are implemented into the update routine via the1 regularization.Meanwhile,to enhance the sampling diversity and efficiency,the target kinetic features and the latest observations are involved into the evolution.To take advantage of the past and the current measurement information simultaneously,the sub-optimal importance distribution is constructed as a Gaussian mixture consisting of the original and modified priors with the fuzzy weighted factors.As a result,the corresponding weights are more evenly distributed,and the posterior distribution of interest is approximated well with a heavier tailor.Simulation results demonstrate the validity and superiority of the CAPF algorithm in terms of efficiency and robustness. 展开更多
关键词 BEARINGS-ONLY maneuvering target tracking SOFT measurement constraints CONSTRAINED AUXILIARY particle filtering(CApf)
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Federated unscented particle filtering algorithm for SINS/CNS/GPS system 被引量:7
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作者 胡海东 黄显林 +1 位作者 李明明 宋卓越 《Journal of Central South University》 SCIE EI CAS 2010年第4期778-785,共8页
To solve the problem of information fusion in the strapdown inertial navigation system(SINS)/celestial navigation system(CNS)/global positioning system(GPS) integrated navigation system described by the nonlinear/non-... To solve the problem of information fusion in the strapdown inertial navigation system(SINS)/celestial navigation system(CNS)/global positioning system(GPS) integrated navigation system described by the nonlinear/non-Gaussian error models,a new algorithm called the federated unscented particle filtering(FUPF) algorithm was introduced.In this algorithm,the unscented particle filter(UPF) served as the local filter,the federated filter was used to fuse outputs of all local filters,and the global filter result was obtained.Because the algorithm was not confined to the assumption of Gaussian noise,it was of great significance to integrated navigation systems described by the non-Gaussian noise.The proposed algorithm was tested in a vehicle's maneuvering trajectory,which included six flight phases:climbing,level flight,left turning,level flight,right turning and level flight.Simulation results are presented to demonstrate the improved performance of the FUPF over conventional federated unscented Kalman filter(FUKF).For instance,the mean of position-error decreases from(0.640×10-6 rad,0.667×10-6 rad,4.25 m) of FUKF to(0.403×10-6 rad,0.251×10-6 rad,1.36 m) of FUPF.In comparison of the FUKF,the FUPF performs more accurate in the SINS/CNS/GPS system described by the nonlinear/non-Gaussian error models. 展开更多
关键词 navigation system integrated navigation unscented Kalman filter unscented particle filter
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An improved particle filtering algorithm based on observation inversion optimal sampling 被引量:3
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作者 胡振涛 潘泉 +1 位作者 杨峰 程咏梅 《Journal of Central South University》 SCIE EI CAS 2009年第5期815-820,共6页
According to the effective sampling of particles and the particles impoverishment caused by re-sampling in particle filter,an improved particle filtering algorithm based on observation inversion optimal sampling was p... According to the effective sampling of particles and the particles impoverishment caused by re-sampling in particle filter,an improved particle filtering algorithm based on observation inversion optimal sampling was proposed. Firstly,virtual observations were generated from the latest observation,and two sampling strategies were presented. Then,the previous time particles were sampled by utilizing the function inversion relationship between observation and system state. Finally,the current time particles were generated on the basis of the previous time particles and the system one-step state transition model. By the above method,sampling particles can make full use of the latest observation information and the priori modeling information,so that they further approximate the true state. The theoretical analysis and experimental results show that the new algorithm filtering accuracy and real-time outperform obviously the standard particle filter,the extended Kalman particle filter and the unscented particle filter. 展开更多
关键词 particle filter proposal distribution re-sampling observation inversion
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Multiple vehicle signals separation based on particle filtering in wireless sensor network 被引量:1
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作者 Yah Kai Huang Qi Wei Jianming Liu Haitao 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2008年第3期440-446,共7页
A novel statistical method based on particle filtering is presented for multiple vehicle acoustic signals separation problem in wireless sensor network. The particle filtering method is able to deal with non-Gaussian ... A novel statistical method based on particle filtering is presented for multiple vehicle acoustic signals separation problem in wireless sensor network. The particle filtering method is able to deal with non-Gaussian and nonlinear models and non-stationary sources. Using some instantaneously mixed observations of several real-world vehicle acoustic signals, the proposed statistical method is compared with a conventional non-stationary Blind Source Separation algorithm and attractive simulation results are achieved. Moreover, considering the natural convenience to transmit particles between sensor nodes, the algorithm based on particle filtering is believed to have potential to enable the task of multiple vehicles recognition collaboratively performed by sensor nodes in distributed wireless sensor network. 展开更多
关键词 wireless sensor network Bayesian source separation particle filtering sequential Monte Carlo.
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Multi-baseline extended particle filtering phase unwrapping algorithm based on amended matrix pencil model and quantized path-following strategy
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作者 XIE Xianming ZENG Qingning 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2019年第1期78-84,共7页
This paper proposes a new multi-baseline extended particle filtering phase unwrapping algorithm which combines an extended particle filter with an amended matrix pencil model and a quantized path-following strategy. T... This paper proposes a new multi-baseline extended particle filtering phase unwrapping algorithm which combines an extended particle filter with an amended matrix pencil model and a quantized path-following strategy. The contributions to multibaseline synthetic aperture radar(SAR) interferometry are as follows: a new recursive multi-baseline phase unwrapping model based on an extended particle filter is built, and the amended matrix pencil model is used to acquire phase gradient information with a higher precision and lower computational cost, and the quantized path-following strategy is introduced to guide the proposed phase unwrapping procedure to efficiently unwrap wrapped phase image along the paths routed by a phase derivative variance map. 展开更多
关键词 multi-baseline phase unwrapping INTERFEROMETRIC synthetic APERTURE radar (InSAR) EXTENDED particle filter.
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Increased-diversity systematic resampling in particle filtering for BLAST
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作者 Zheng Jianping Bai Baoming Wang Xinmei 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2009年第3期493-498,共6页
Two variants of systematic resampling (S-RS) are proposed to increase the diversity of particles and thereby improve the performance of particle filtering when it is utilized for detection in Bell Laboratories Layer... Two variants of systematic resampling (S-RS) are proposed to increase the diversity of particles and thereby improve the performance of particle filtering when it is utilized for detection in Bell Laboratories Layered Space-Time (BLAST) systems. In the first variant, Markov chain Monte Carlo transition is integrated in the S-RS procedure to increase the diversity of particles with large importance weights. In the second one, all particles are first partitioned into two sets according to their importance weights, and then a double S-RS is introduced to increase the diversity of particles with small importance weights. Simulation results show that both variants can improve the bit error performance efficiently compared with the standard S-P^S with little increased complexity. 展开更多
关键词 systematic resampling particle filtering Markov chain Monte Carlo Bell Laboratories Layered Space- Time (BLAST).
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Passive Target Tracking in Non-cooperative Radar System Based on Particle Filtering
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作者 李硕 陶然 《Defence Technology(防务技术)》 SCIE EI CAS 2006年第1期53-56,共4页
We propose a target tracking method based on particle filtering(PF) to solve the nonlinear non-Gaussian target-tracking problem in the bistatic radar systems using external radiation sources. Traditional nonlinear sta... We propose a target tracking method based on particle filtering(PF) to solve the nonlinear non-Gaussian target-tracking problem in the bistatic radar systems using external radiation sources. Traditional nonlinear state estimation method is extended Kalman filtering (EKF), which is to do the first level Taylor series extension. It will cause an inaccuracy or even a scatter estimation result on condition that there is either a highly nonlinear target or a large noise square-error. Besides, Kalman filtering is the optimal resolution under a Gaussian noise assumption, and is not suitable to the non-Gaussian condition. PF is a sort of statistic filtering based on Monte Carlo simulation that is using some random samples (particles) to simulate the posterior probability density of system random variables. This method can be used in any nonlinear random system. It can be concluded through simulation that PF can achieve higher accuracy than the traditional EKF. 展开更多
关键词 雷达 滤波 目标跟踪 表面辐射
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基于Camshift和Particle Filter的小目标跟踪算法 被引量:12
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作者 李忠海 王莉 崔建国 《计算机工程与应用》 CSCD 北大核心 2011年第9期192-195,199,共5页
Particle Filter算法有较好的跟踪鲁棒性,但实时性差;Camshift算法计算速度快,但它属于半自动跟踪,所以都无法有效避免复杂背景的干扰。为了解决上述问题,提出了基于Camshift和Particle Filter的融合算法。该算法首先利用Particle Filte... Particle Filter算法有较好的跟踪鲁棒性,但实时性差;Camshift算法计算速度快,但它属于半自动跟踪,所以都无法有效避免复杂背景的干扰。为了解决上述问题,提出了基于Camshift和Particle Filter的融合算法。该算法首先利用Particle Filter来自动搜索小目标的初始位置,接着采用Camshift跟踪小目标,然后通过度量因子自适应切换Camshift和Particle Filter来跟踪短时丢失的目标。利用复杂背景下的飞行小目标图像序列,与序贯相似性检测算法(SSDA)、Camshift和Particle Filter做对比实验。结果表明算法不仅能实现小目标的全自动跟踪,而且还降低了跟踪效果受目标形变和部分遮挡的影响,对小目标跟踪具有较高的鲁棒性和实时性。 展开更多
关键词 飞行小目标 融合算法 序贯相似性检测算法(SSDA) CAMSHIFT particle filter
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基于隐马尔可夫Particle Filter实现突变运动智能监控研究
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作者 朱敏 苏博 《电信科学》 北大核心 2010年第5期110-113,共4页
目前智能监控系统较为常用的是粒子滤波(particle filter)算法,粒子滤波算法在非线性、非高斯滤波问题上有着独特的优势,然而,随着监控系统对目标追踪效果的要求不断提高,算法不断进行更新,普通的粒子滤波算法已经不能够满足监控系统日... 目前智能监控系统较为常用的是粒子滤波(particle filter)算法,粒子滤波算法在非线性、非高斯滤波问题上有着独特的优势,然而,随着监控系统对目标追踪效果的要求不断提高,算法不断进行更新,普通的粒子滤波算法已经不能够满足监控系统日益增长的需求。对于较复杂的场景,如面积背景突变运动已经不能够很好地进行追踪监控。本文针对这个问题,利用隐马尔可夫模型(HMM)对粒子跟踪算法进行了多方面的优化,实现了对目标的智能监控。 展开更多
关键词 粒子滤波 隐马尔可夫模型 突变运动 智能监控
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基于IMM-PFF的锂离子电池剩余寿命预测
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作者 王帅 李义婷 +2 位作者 陈黎飞 苏小红 周寿斌 《电子学报》 北大核心 2025年第5期1520-1532,共13页
针对单一容量衰退模型在锂离子电池剩余寿命(Remaining Useful Life,RUL)预测中工况泛化能力不足的问题,本文提出一种基于交互式多模型粒子流滤波(Interactive Multiple Model Particle Flow Filter,IMM-PFF)的预测方法.通过粒子流滤波... 针对单一容量衰退模型在锂离子电池剩余寿命(Remaining Useful Life,RUL)预测中工况泛化能力不足的问题,本文提出一种基于交互式多模型粒子流滤波(Interactive Multiple Model Particle Flow Filter,IMM-PFF)的预测方法.通过粒子流滤波对指数、多项式和生物模型进行协同状态估计,并基于交互式多模型框架动态融合多模型预测结果,从而自适应匹配电池衰退的多阶段特性.将美国NASA、马里兰大学等不同工况的锂离子电池退化数据集划分为3个时期,对本文的方法进行验证.结果表明,相比单一模型粒子滤波方法,IMM-PFF的容量预测均方根误差和剩余寿命预测误差分别降低24.3%和4.5%,为复杂工况下的锂离子电池寿命预测提供了高精度、强鲁棒性的新思路. 展开更多
关键词 锂离子电池 剩余寿命 粒子流滤波 交互式多模型 状态估计
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Modified unscented particle filter for nonlinear Bayesian tracking 被引量:14
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作者 Zhan Ronghui Xin Qin Wan Jianwei 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2008年第1期7-14,共8页
A modified unscented particle filtering scheme for nonlinear tracking is proposed, in view of the potential drawbacks (such as, particle impoverishment and numerical sensitivity in calculating the prior) of the conv... A modified unscented particle filtering scheme for nonlinear tracking is proposed, in view of the potential drawbacks (such as, particle impoverishment and numerical sensitivity in calculating the prior) of the conventional unscented particle filter (UPF) confronted in practice. Specifically, a different derivation of the importance weight is presented in detail. The proposed method can avoid the calculation of the prior and reduce the effects of the impoverishment problem caused by sampling from the proposal distribution, Simulations have been performed using two illustrative examples and results have been provided to demonstrate the validity of the modified UPF as well as its improved performance over the conventional one. 展开更多
关键词 Bayesian estimation modified unscented particle filter nonlinear filtering unscented Kalman filter
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Bayesian target tracking based on particle filter 被引量:10
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作者 邓小龙 谢剑英 郭为忠 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2005年第3期545-549,共5页
For being able to deal with the nonlinear or non-Gaussian problems, particle filters have been studied by many researchers. Based on particle filter, the extended Kalman filter (EKF) proposal function is applied to ... For being able to deal with the nonlinear or non-Gaussian problems, particle filters have been studied by many researchers. Based on particle filter, the extended Kalman filter (EKF) proposal function is applied to Bayesian target tracking. Markov chain Monte Carlo (MCMC) method, the resampling step, ere novel techniques are also introduced into Bayesian target tracking. And the simulation results confirm the improved particle filter with these techniques outperforms the basic one. 展开更多
关键词 nonlinear/non-Gaussian extended Kalman filter particle filter target tracking proposal function.
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Adaptive multi-feature tracking in particle swarm optimization based particle filter framework 被引量:7
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作者 Miaohui Zhang Ming Xin Jie Yang 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2012年第5期775-783,共9页
This paper proposes a particle swarm optimization(PSO) based particle filter(PF) tracking framework,the embedded PSO makes particles move toward the high likelihood area to find the optimal position in the state t... This paper proposes a particle swarm optimization(PSO) based particle filter(PF) tracking framework,the embedded PSO makes particles move toward the high likelihood area to find the optimal position in the state transition stage,and simultaneously incorporates the newest observations into the proposal distribution in the update stage.In the proposed approach,likelihood measure functions involving multiple features are presented to enhance the performance of model fitting.Furthermore,the multi-feature weights are self-adaptively adjusted by a PSO algorithm throughout the tracking process.There are three main contributions.Firstly,the PSO algorithm is fused into the PF framework,which can efficiently alleviate the particles degeneracy phenomenon.Secondly,an effective convergence criterion for the PSO algorithm is explored,which can avoid particles getting stuck in local minima and maintain a greater particle diversity.Finally,a multi-feature weight self-adjusting strategy is proposed,which can significantly improve the tracking robustness and accuracy.Experiments performed on several challenging public video sequences demonstrate that the proposed tracking approach achieves a considerable performance. 展开更多
关键词 particle filter particle swarm optimization adaptive weight adjustment visual tracking
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Simplified unscented particle filter for nonlinear/non-Gaussian Bayesian estimation 被引量:6
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作者 Junyi Zuo Yingna Jia Quanxue Gao 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2013年第3期537-544,共8页
Particle filters have been widely used in nonlinear/non- Gaussian Bayesian state estimation problems. However, efficient distribution of the limited number of particles (n state space remains a critical issue in desi... Particle filters have been widely used in nonlinear/non- Gaussian Bayesian state estimation problems. However, efficient distribution of the limited number of particles (n state space remains a critical issue in designing a particle filter. A simplified unscented particle filter (SUPF) is presented, where particles are drawn partly from the transition prior density (TPD) and partly from the Gaussian approximate posterior density (GAPD) obtained by a unscented Kalman filter. The ratio of the number of particles drawn from TPD to the number of particles drawn from GAPD is adaptively determined by the maximum likelihood ratio (MLR). The MLR is defined to measure how well the particles, drawn from the TPD, match the likelihood model. It is shown that the particle set generated by this sampling strategy is more close to the significant region in state space and tends to yield more accurate results. Simulation results demonstrate that the versatility and es- timation accuracy of SUPF exceed that of standard particle filter, extended Kalman particle filter and unscented particle filter. 展开更多
关键词 nonlinear filtering particle filter unscented Kalman filter importance density function.
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Target tracking in glint noise using a MCMC particle filter 被引量:5
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作者 HuHongtao JingZhongliang LiAnping HuShiqiang TianHongwei 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2005年第2期305-309,共5页
In radar target tracking application, the observation noise is usually non-Gaussian, which is also referred as glint noise. The performances of conventional trackers degra de severely in the presence of glint noise. A... In radar target tracking application, the observation noise is usually non-Gaussian, which is also referred as glint noise. The performances of conventional trackers degra de severely in the presence of glint noise. An improved particle filter, Markov chain Monte Carlo particle filter (MCMC-PF), is applied to cope with radar target tracking when the measurements are perturbed by glint noise. Tracking performance of the filter is demonstrated in the present of glint noise by computer simulation. 展开更多
关键词 particle filter Markov chain Monte Carlo glint noise target tracking.
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A dual channel perturbation particle filter algorithm based on GPU acceleration 被引量:1
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作者 LI Fan BI Hongkui +2 位作者 XIONG Jiajun YU Chenlong LAN Xuhui 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2018年第4期854-863,共10页
The particle filter(PF) algorithm is one of the most commonly used algorithms for maneuvering target tracking. The traditional PF maps from multi-dimensional information to onedimensional information during particle... The particle filter(PF) algorithm is one of the most commonly used algorithms for maneuvering target tracking. The traditional PF maps from multi-dimensional information to onedimensional information during particle weight calculation, and the incorrect transmission of information leads to the fact that the particle prediction information does not match the weight information, and its essence is the reduction of the information entropy of the useful information. To solve this problem, a dual channel independent filtering method is proposed based on the idea of equalization mapping. Firstly, the particle prediction performance is described by particle manipulations of different dimensions, and the accuracy of particle prediction is improved. The improvement of particle degradation of this algorithm is analyzed in the aspects of particle weight and effective particle number. Secondly, according to the problem of lack of particle samples, the new particles are generated based on the filtering results, and the particle diversity is increased. Finally, the introduction of the graphics processing unit(GPU) parallel computing the platform, the “channel-level” and “particlelevel” parallel computing the program are designed to accelerate the algorithm. The simulation results show that the algorithm has the advantages of better filtering precision, higher particle efficiency and faster calculation speed compared with the traditional algorithm of the CPU platform. 展开更多
关键词 particle filter (pf dual channel filtering graphic pro-cessing unit (GPU) parallel operation.
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Particle filter for nonlinear systems with multi-sensor asynchronous random delays 被引量:4
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作者 Junyi Zuo Xiaoping Zhong 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2017年第6期1064-1071,共8页
This paper is concerned with the recursive filtering problem for a class of discrete-time nonlinear stochastic systems in the presence of multi-sensor measurement delay. The delay occurs in a multi-step and asynchrono... This paper is concerned with the recursive filtering problem for a class of discrete-time nonlinear stochastic systems in the presence of multi-sensor measurement delay. The delay occurs in a multi-step and asynchronous manner, and the delay probability of each sensor is assumed to be known or unknown. Firstly, a new model is constructed to describe the measurement process, based on which a new particle filter is developed with the ability to fuse multi-sensor information in the case of known delay probability.In addition, an online delay probability estimation module is introduced in the particle filtering framework, which leads to another new filter that can be implemented without the prior knowledge of delay probability. More importantly, since there is no complex iterative operation, the resulting filter can be implemented recursively and is suitable for many real-time applications. Simulation results show the effectiveness of the proposed filters. 展开更多
关键词 particle filter nonlinear dynamic system state estima tion measurement delay multiple sensors
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Particle filter with importance density function generated by updated system equation 被引量:3
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作者 左军毅 贾颖娜 +1 位作者 张炜 高全学 《Journal of Central South University》 SCIE EI CAS 2013年第10期2700-2707,共8页
The current measurement was exploited in a more efficient way. Firstly, the system equation was updated by introducing a correction term, which depends on the current measurement and can be obtained by running a subop... The current measurement was exploited in a more efficient way. Firstly, the system equation was updated by introducing a correction term, which depends on the current measurement and can be obtained by running a suboptimal filter. Then, a new importance density function(IDF) was defined by the updated system equation. Particles drawn from the new IDF are more likely to be in the significant region of state space and the estimation accuracy can be improved. By using different suboptimal filter, different particle filters(PFs) can be developed in this framework. Extensions of this idea were also proposed by iteratively updating the system equation using particle filter itself, resulting in the iterated particle filter. Simulation results demonstrate the effectiveness of the proposed IDF. 展开更多
关键词 IMPORTANCE density function nonlinear dynamic systems SEQUENCE IMPORTANCE sampling particle filter MONTE Carlo STEP
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