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基于变尺度变换减少Sigma点的粒子滤波算法研究

DOI: 10.16383/j.aas.2015.c140833, PP. 1350-1355

Keywords: Sigma点,最小斜度无味转换,粒子滤波,变尺度变换

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Abstract:

?为了减少传统无味粒子滤波(Unscentedparticlefilter,UPF)算法的计算负担,提出了最小斜度单形无味转换(MinimalskewsimplexUT,MSSUT)方法,这种方法是用最小斜度无味卡尔曼滤波来产生粒子的重要性函数.它不仅能够扩大重要性分布与系统状态的后验概率密度的重叠性,而且能够通过减少Sigma点来减少计算负担.但是,随着状态空间维数的增加,Sigma点集的覆盖半径增大,导致了Sigma点集的聚集性变差.辅助随机变量变尺度无味变换(Auxiliaryrandomvariableformulationofthescaledunscentedtransformation,ASUT)能够克服Sigma点集分布扩展的缺点.所以,提出了一种高维空间中改进的变尺度最小斜度无味粒子滤波(Scaledminimalskewsimplexunscentedparticlefilter,SMSSUPF)算法.仿真结果表明:在高维状态空间中,与传统的无味粒子滤波(UPF)相比,计算复杂度和计算负担显著减少.与最小斜度无味粒子滤波(Minimalskewsimplexunscentedparticlefilter,MSSUPF)相比,SMSSUPF减少了系统噪声方差和测量噪声方差所带来的估计误差.

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