Improvement of resampling algorithm of particle filter

被引:0
作者
Li, Juan [1 ]
Liu, Xiao-Long [1 ]
Lu, Chang-Gang [2 ]
Zuo, Ying-Ze [1 ]
机构
[1] College of Communication Engineering, Jilin University, Changchun
[2] College of Automotive Engineering, Jilin University, Changchun
来源
Jilin Daxue Xuebao (Gongxueban)/Journal of Jilin University (Engineering and Technology Edition) | 2015年 / 45卷 / 06期
关键词
Classified resampling; Information processing; Particle filters; Particles degeneracy; Resampling algorithm;
D O I
10.13229/j.cnki.jdxbgxb201506048
中图分类号
学科分类号
摘要
To solve the problem of particles degeneracy in the particle filter algorithms, a Classified Resampling (CR) algorithm is proposed. This algorithm adopts different duplication schemes according to the quantity of selected particles; furthermore, it replenishes new particles in the case that the number of effective particles is reduced. Simulation results demonstrate that, with smaller number of particles or longer simulation period, the proposed algorithm has minor Root Mean Square Error (RMSE) compared with Multinomial Resampling (MR) and Systematic Resampling (SR), and with multiple simulations the variance of RMSE is smaller, which indicates that the robustness, durability and stability of the proposed algorithm are improved. ©, 2015, Editorial Board of Jilin University. All right reserved.
引用
收藏
页码:2069 / 2074
页数:5
相关论文
共 10 条
  • [1] Chen F., The target tracking algorithm research based on particle filtering in wireless sensor network, (2009)
  • [2] Gustafsson F., Gunnarsson F., Bergman N., Et al., Particle filters for positioning, navigation, and tracking, IEEE Transactions on Signal Processing, 50, 2, pp. 425-437, (2002)
  • [3] Gordon N., Salmond D., Novel approach to nonlinear and non-Gaussian Bayesian state estimation, IEE Proc of Institute Electric Engineering, 140, 2, pp. 107-113, (1993)
  • [4] Arulampalam M.S., Maskell S., Gordon N., Et al., A tutorial on particle filters for online nonlinear/non-Gaussian Bayesian tracking, IEEE Proceedings on Signal Processing, 50, 2, pp. 174-188, (2002)
  • [5] Liu J.S., Chen R., Sequential monte carlo methods for dynamic systems, Journal of the American Statistical Association, 93, 443, pp. 1032-1044, (1998)
  • [6] Li T.C., Sattar T.P., Sun S.D., Deterministic resampling: unbiased sampling to avoid sample impoverishment in particle filters, Signal Process, 92, 7, pp. 1637-1645, (2012)
  • [7] Pitt M.K., Shephard N., Filtering via simulation: auxiliary particle filters, Journal of the American Statistical Association, 94, 446, pp. 590-599, (1999)
  • [8] Gao J.-P., Wei Z.-H., Meng Y.-J., Et al., Particle filter based on observation likelihood importance sampling, Journal of System Simulation, 21, 12, pp. 3705-3709, (2009)
  • [9] Hu S.-Q., Jing Z.-L., Overview of particle filter algorithm, Control and Decision, 20, 4, pp. 361-365, (2005)
  • [10] Hu Y.-Y., Research on target tracking algorithm based on particle filter, (2012)