Quasi-Gaussian particle filtering

被引：0

作者：

Wu, Yuanxin ^{[1
]}

Flu, Dewen ^{[1
]}

Wu, Meiping ^{[1
]}

Hu, Xiaoping ^{[1
]}

机构：

[1] Natl Uni Def Technol, Coll Mechatron & Automat, Dept Automat Control, Changsha 410073, Hunan, Peoples R China

来源：

COMPUTATIONAL SCIENCE - ICCS 2006, PT 1, PROCEEDINGS | 2006年 / 3991卷

关键词：

D O I：

暂无

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

The recently-raised Gaussian particle filtering (GPF) introduced the idea of Bayesian sampling into Gaussian filters. This note proposes to generalize the GPF by further relaxing the Gaussian restriction on the prior probability. Allowing the non-Gaussianity of the prior probability, the generalized GPF is provably superior to the original one. Numerical results show that better performance is obtained with considerably reduced computational burden.

引用

页码：689 / 696

页数：8

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