An improved particle filtering algorithm based on observation inversion optimal sampling

Abstract：According to the effective sampling of particles and the particles impoverishment caused by re-sampling in particle filter, an improved particle filtering algorithm based on observation inversion optimal sampling was proposed. Firstly, virtual observations were generated from the latest observation, and two sampling strategies were presented. Then, the previous time particles were sampled by utilizing the function inversion relationship between observation and system state. Finally, the current time particles were generated on the basis of the previous time particles and the system one-step state transition model. By the above method, sampling particles can make full use of the latest observation information and the priori modeling information, so that they further approximate the true state. The theoretical analysis and experimental results show that the new algorithm filtering accuracy and real-time outperform obviously the standard particle filter, the extended Kalman particle filter and the unscented particle filter. 作者： Author： HU Zhen-tao  PAN Quan  YANG Feng  CHENG Yong-mei 作者單位： College of Automation, Northwestern Polytechnical University, Xian 710072, China 期 刊： 中南大學學報（英文版）   EISCI Journal： JOURNAL OF CENTRAL SOUTH UNIVERSITY OF TECHNOLOGY(ENGLISH EDITION) 年，卷(期)： 2009, 16(5) 分類號： Keywords： particle filter    proposal distribution    re-sampling    observation inversion    機標分類號： V24 TN9 機標關鍵詞： based    filtering algorithm    particle filter    information    sampling strategies    real-time    state transition    new algorithm    relationship    effective    one-step    modeling    improved    function    extended    analysis    results    Kalman    basis    make 基金項目： the Key Project of the National Natural Science Foundation of China，國家自然科學基金，Aviation Science Foundation of China，the Space-Flight Innovation Foundation of China An improved particle filtering algorithm based on observation inversion optimal sampling[期刊論文]  中南大學學報（英文版） --2009, 16(5)According to the effective sampling of particles and the particles impoverishment caused by re-sampling in particle filter, an improved particle filtering algorithm based on observation inversion optim...

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