A new nonlinear filter algorithm based on QMC quadrature

Dong Min Huang, Quan Pan

科研成果: 书/报告/会议事项章节会议稿件同行评审

2 引用 (Scopus)

摘要

In order to avoid the possible gaps and clusters that arise from random sampling in Monte Carlo (MC) methods, and improve the sampling efficiency and calculation accuracy, the Quasi-Monte Carlo (QMC) methods are to be applied to replace it. The idea in QMC is to use more regularly distributed and deterministic points for sampling an integrand. We propose a new nonlinear filter by applying the QMC sampling methods to the particle filter algorithm. Given certain proposal distributions, a simulation example is presented. The results show that the nonlinear filter based on the QMC methods performs more efficient than that based on the MC methods. The performance provides some references for the real-time application of particle filter in nonlinear / non-Gaussian systems.

源语言英语
主期刊名Proceedings - International Conference on Computer Science and Software Engineering, CSSE 2008
190-193
页数4
DOI
出版状态已出版 - 2008
活动International Conference on Computer Science and Software Engineering, CSSE 2008 - Wuhan, Hubei, 中国
期限: 12 12月 200814 12月 2008

出版系列

姓名Proceedings - International Conference on Computer Science and Software Engineering, CSSE 2008
3

会议

会议International Conference on Computer Science and Software Engineering, CSSE 2008
国家/地区中国
Wuhan, Hubei
时期12/12/0814/12/08

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