New particle filter based on numerical integration method

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

科研成果: 期刊稿件文章同行评审

4 引用 (Scopus)

摘要

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.

源语言英语
页(从-至)1369-1372
页数4
期刊Dianzi Yu Xinxi Xuebao/Journal of Electronics and Information Technology
29
6
出版状态已出版 - 6月 2007
已对外发布

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