A Novel Particle Filtering Algorithm Based on Generalized Unscented Transformation

FONT face; Verdana; HU Zhen-tao; PAN Quan; YANG Feng; FONT

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A Novel Particle Filtering Algorithm Based on Generalized Unscented Transformation

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- A Novel Particle Filtering Algorithm Based on Generalized Unscented Transformation
- Acta Electronica Sinica Vol. 38, Issue 6, Pages: 1443-1448(2010)
- 作者机构：
  
  (西北工业大学自动化学院, ),陕西,西安,710072
- 作者简介：
- 基金信息：
- DOI：
  CLC： TP391
- Published：2010
- 稿件说明：
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FONT face, Verdana, HU Zhen-tao, et al. A Novel Particle Filtering Algorithm Based on Generalized Unscented Transformation[J]. Acta Electronica Sinica, 2010, 38(6): 1443-1448.
DOI：

FONT face, Verdana, HU Zhen-tao, et al. A Novel Particle Filtering Algorithm Based on Generalized Unscented Transformation[J]. Acta Electronica Sinica, 2010, 38(6): 1443-1448. DOI：

摘要

<FONT face=Verdana>针对粒子滤波中重采样过程与优化提议分布的处理方式导致的粒子溃退和算法实时性下降问题，通过广义UT变换原理和卡尔曼滤波预测更新机制的引入，实现当前量测信息对于状态估计结果的直接优化，给出了一种基于广义UT变换的粒子滤波算法。另外，将改进后算法与交互式多模型相结合，进而提出了一种基于广义UT变换的交互式多模型粒子滤波算法．理论分析和仿真结果表明：新算法在计算复杂度方面与标准粒子滤波相近，在滤波精度方面优于标准粒子滤波及其改进算法．

Abstract

<FONT face=Verdana>To solve the particles impoverishment and the real-time decline caused by re-sampling and the proposal distribution optimization

a novel particle filtering algorithm based on generalized unscented transformation is proposed. The generalized unscented transform and the one-step state prediction and observation update of Kalman filter are introduced to realize the optimization of state estimation by the latest observation information. Then

by means of combining the improved algorithm with interacting multiple model

the interacting multiple model particle filtering algorithm based on generalized unscented transformation is proposed. The theoretical analysis and experimental results show that the new algorithm is close to the standard particle filter in computational complexity and superior to the standard particle filter and its improved algorithms in precision.

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