New particle filter based on numerical integration method

Jun Li Liang; Shu Yuan Yang; Chao Qu; Li Gao

New particle filter based on numerical integration method

Jun Li Liang, Shu Yuan Yang, Chao Qu, Li Gao

Research output: Contribution to journal › Article › peer-review

4 Scopus citations

Abstract

This paper introduces a new particle filter for nonlinear and non-Gaussian systems. The divided difference filter based on numerical integration is used for generating the importance density functions. As it integrates the new observations into system state transition density, which approximates to the state posterior density, the proposed particle filter has the better performance than the conventional one. Finally, the validity of this method is well verified by the computer simulations.

Original language	English
Pages (from-to)	1369-1372
Number of pages	4
Journal	Dianzi Yu Xinxi Xuebao/Journal of Electronics and Information Technology
Volume	29
Issue number	6
State	Published - Jun 2007
Externally published	Yes

Keywords

Bayesian filtering
Divided difference filter
Numerical integration
Particle filtering
Target tracking

Cite this

@article{9b1f1570643747258406c7a233f8093e,

title = "New particle filter based on numerical integration method",

abstract = "This paper introduces a new particle filter for nonlinear and non-Gaussian systems. The divided difference filter based on numerical integration is used for generating the importance density functions. As it integrates the new observations into system state transition density, which approximates to the state posterior density, the proposed particle filter has the better performance than the conventional one. Finally, the validity of this method is well verified by the computer simulations.",

keywords = "Bayesian filtering, Divided difference filter, Numerical integration, Particle filtering, Target tracking",

author = "Liang, {Jun Li} and Yang, {Shu Yuan} and Chao Qu and Li Gao",

year = "2007",

month = jun,

language = "英语",

volume = "29",

pages = "1369--1372",

journal = "Dianzi Yu Xinxi Xuebao/Journal of Electronics and Information Technology",

issn = "1009-5896",

publisher = "Science Press ",

number = "6",

}

TY - JOUR

T1 - New particle filter based on numerical integration method

AU - Liang, Jun Li

AU - Yang, Shu Yuan

AU - Qu, Chao

AU - Gao, Li

PY - 2007/6

Y1 - 2007/6

N2 - This paper introduces a new particle filter for nonlinear and non-Gaussian systems. The divided difference filter based on numerical integration is used for generating the importance density functions. As it integrates the new observations into system state transition density, which approximates to the state posterior density, the proposed particle filter has the better performance than the conventional one. Finally, the validity of this method is well verified by the computer simulations.

AB - This paper introduces a new particle filter for nonlinear and non-Gaussian systems. The divided difference filter based on numerical integration is used for generating the importance density functions. As it integrates the new observations into system state transition density, which approximates to the state posterior density, the proposed particle filter has the better performance than the conventional one. Finally, the validity of this method is well verified by the computer simulations.

KW - Bayesian filtering

KW - Divided difference filter

KW - Numerical integration

KW - Particle filtering

KW - Target tracking

UR - http://www.scopus.com/inward/record.url?scp=34447114994&partnerID=8YFLogxK

M3 - 文章

AN - SCOPUS:34447114994

SN - 1009-5896

VL - 29

SP - 1369

EP - 1372

JO - Dianzi Yu Xinxi Xuebao/Journal of Electronics and Information Technology

JF - Dianzi Yu Xinxi Xuebao/Journal of Electronics and Information Technology

IS - 6

ER -

New particle filter based on numerical integration method

Abstract

Keywords

Other files and links

Fingerprint

Cite this