Improved Algorithm of Variable Bandwidth Kernel Particle Filter  

作　　者：葛欣 丁恩杰 

机构地区：[1]School of Computer Science and Technology,China University of Mining and Technology [2]School of Information and Electronic Engineering,China University of Mining and Technology

出　　处：《Transactions of Nanjing University of Aeronautics and Astronautics》2014年第3期303-307,共5页南京航空航天大学学报（英文版）

基　　金：Supported by the National Natural Science Foundation of China(60972059);the General Project of Science and Technology of Xuzhou City(XM12B002)

摘　　要：Aiming at the large cost of calculating variable bandwidth kernel particle filter and the high complexity of its algorithm,a self-adjusting kernel function particle filter is presented. Kernel density estimation is facilitated to iterate and obtain new particle set. And the standard deviation of particle is introduced in the kernel bandwidth. According to the characteristics of particle distribution,the bandwidth is dynamically adjusted,and the particle distribution can thus be more close to the posterior probability density model of the system. Meanwhile,the kernel density is used to estimate the weight of updating particle and the system state. The simulation results show the feasibility and effectiveness of the proposed algorithm.Aiming at the large cost of calculating variable bandwidth kernel particle filter and the high complexity of its algorithm, a self-adiusting kernel function particle filter is presented. Kernel density estimation is facilitated to iterate and obtain new particle set. And the standard deviation of particle is introduced in the kernel bandwidth. According to the characteristics of particle distribution, the bandwidth is dynamically adjusted, and the particle distribution can thus be more close to the posterior probability density model of the system. Meanwhile, the kernel density is used to estimate the weight of updating particle and the system state. The simulation results show the feasibility and effectiveness of the proposed algorithm.

关 键 词：particle filter kernel density estimation kernel bandwidth SELF-ADJUSTING 

分 类 号：TP14[自动化与计算机技术—控制理论与控制工程]