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基于均差滤波与高斯和的非线性非高斯系统滤波算法

, PP. 129-134

Keywords: 非线性非高斯滤波,贝叶斯统计,均差滤波,高斯和滤波

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Abstract:

针对一类非线性非高斯系统的滤波问题,在分析均差滤波算法和高斯和滤波算法的基础上,提出一种基于均差滤波的高斯和滤波算法,适于处理非线性非高斯系统的滤波问题.对于似然密度位于条件转移概率密度拖尾处的情况,与传统的粒子滤波算法相比,所提算法能提高滤波的精度和实时性.仿真实验验证了新算法的有效性.

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