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基于弱形式解的粒子流滤波器

DOI: 10.13195/j.kzyjc.2014.0243, PP. 853-858

Keywords: 贝叶斯滤波器,粒子流滤波器,Galerkin,,弱形式解

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Abstract:

针对粒子流滤波器中粒子速度场计算复杂,难以滤波求解的问题,提出一种基于弱形式解的粒子流滤波器.通过将粒子速度场等效为势函数的梯度,推导该速度场所满足的偏微分方程的弱形式;应用Galerkin有限元法和蒙特卡罗积分法,推导出一个易于计算的弱形式常数近似解.仿真算例表明,在一定初始条件下,多峰型后验分布会使高斯假设滤波器局部收敛,而粒子流滤波器是有效的,且具有较高的跟踪精度和较好的鲁棒性.

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