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 |
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页(从-至) | 1369-1372 |
页数 | 4 |
期刊 | Dianzi Yu Xinxi Xuebao/Journal of Electronics and Information Technology |
卷 | 29 |
期 | 6 |
出版状态 | 已出版 - 6月 2007 |
已对外发布 | 是 |