Modified sequential importance resampling filter

被引:0
|
作者
Yong Wu [1 ]
Jun Wang [1 ]
Xiaoyong L [1 ]
Yunhe Cao [1 ]
机构
[1] National Lab of Radar Signal Processing, Xidian University
基金
中国国家自然科学基金;
关键词
sequential importance resampling(SIR); evolution; current measurement information(CMI); unbiased estimation;
D O I
暂无
中图分类号
TN713 [滤波技术、滤波器];
学科分类号
摘要
In order to deal with the particle degeneracy and impoverishment problems existed in particle filters, a modified sequential importance resampling(MSIR) filter is proposed. In this filter, the resampling is translated into an evolutional process just like the biological evolution. A particle generator is constructed, which introduces the current measurement information(CMI) into the resampled particles. In the evolution, new particles are first produced through the particle generator, each of which is essentially an unbiased estimation of the current true state. Then, new and old particles are recombined for the sake of raising the diversity among the particles. Finally, those particles who have low quality are eliminated. Through the evolution, all the particles retained are regarded as the optimal ones, and these particles are utilized to update the current state. By using the proposed resampling approach, not only the CMI is incorporated into each resampled particle, but also the particle degeneracy and the loss of diversity among the particles are mitigated, resulting in the improved estimation accuracy. Simulation results show the superiorities of the proposed filter over the standard sequential importance resampling(SIR) filter, auxiliary particle filter and unscented Kalman particle filter.
引用
收藏
页码:441 / 449
页数:9
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