电子、通信与自动控制

量测不确定下基于粒子权重优化的粒子滤波算法

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  • 西北工业大学 控制与信息研究所, 陕西 西安 710072
胡振涛(1979-),男,博士生,主要从事最优估计、非线性滤波、目标跟踪研究.

收稿日期: 2009-09-14

  修回日期: 2009-10-27

  网络出版日期: 2010-06-25

基金资助

国家自然科学基金重点项目(60634030); 国家自然科学基金资助项目(60702066); 教育部新世纪优秀人才支持计划项目(NCET-06-0878); 航空科学基金资助项目(20090853013)

Particle Filter Algorithm Based on Particle Weight Optimization in Uncertain Measurement

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  • Institute of Control and Information,Northwestern Polytechnical University,Xi'an 710072,Shaanxi,China
胡振涛(1979-),男,博士生,主要从事最优估计、非线性滤波、目标跟踪研究.

Received date: 2009-09-14

  Revised date: 2009-10-27

  Online published: 2010-06-25

Supported by

国家自然科学基金重点项目(60634030); 国家自然科学基金资助项目(60702066); 教育部新世纪优秀人才支持计划项目(NCET-06-0878); 航空科学基金资助项目(20090853013)

摘要

为有效评价量测不确定下的粒子权重,提出了一种基于粒子权重优化的粒子滤波算法.首先,通过置信距离和置信矩阵的构建及求解实现粒子间蕴含的冗余和互补信息的充分提取,给出了一种度量粒子间相互支持程度的一致性权重,并利用权重平衡因子实现代价评估粒子滤波中粒子权重和一致性权重的优化组合,进而实现粒子权重的合理优化.新算法既充分利用了当前时刻粒子集中的信息,又避免了量测噪声先验统计信息的偏差的不利影响,从而提升了粒子权重度量结果稳定性和可靠性.理论分析和仿真实验验证了所提算法的有效性.

本文引用格式

胡振涛 潘泉 杨峰 梁彦 . 量测不确定下基于粒子权重优化的粒子滤波算法[J]. 华南理工大学学报(自然科学版), 2010 , 38(6) : 73 -77,83 . DOI: 10.3969/j.issn.1000-565X.2010.06.014

Abstract

In order to effectively measure the particle weight in uncertain measurement,a novel particle filter algorithm based on particle weight optimization is proposed.In this algorithm,first,the redundancy and complementary information among particles is fully extracted by constructing and solving the confidence distance and the confidence matrix,and a new consistency weight to measure the mutual support degree among particles is presented.Then,the weight balance factor is used to combine the cost reference weight with the consistency weight for reasonably optimizing the particle weight.The proposed algorithm not only makes full use of the information of the particles set at the current time,but also avoids the adverse effect due to the error of prior statistical information,which improves the stability and reliability of particle weight measurement.Theoretical and simulated results show that the proposed algorithm is effective.

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