基于均差滤波与高斯和的非线性非高斯系统滤波算法.pdfVIP

第27 卷 第1 期 控 制 与 决 策 2012 年 1 月 Vol. 27 No. 1 Control and Decision Jan. 2012 文章编号: 1001-0920 (2012) 01-0129-06 基于均差滤波与高斯和的非线性非高斯系统滤波算法 1 1 2 李振华 , 宁 磊 , 徐胜男 (1. 山东大学控制科学与工程学院，济南250061 ；2. 济南广播电视大学信息技术学院，济南250001) 摘 要: 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. 关键词: 非线性非高斯滤波；贝叶斯统计；均差滤波；高斯和滤波 中图分类号: TP242 文献标识码: A Nonlinear non-Gaussian system filtering based on Gaussian sum and divided difference filter 1 1 2 LI Zhen-hua , NING Lei , XU Sheng-nan (1. School of Control Science and Engineering，Shandong University，Ji’nan 250061 ，China ；2. School of Information Technologh ，Ji’nan Radio and TV University ，Ji’nan 250001 ，China. Correspondent ：LI Zhen-hua, E-mail ：zhenhua.li@) Abstract: Based on analyzing divided difference filter(DDF) and Gaussian sum filter(GSF), a GSF-based DDF algorithm is developed for nonlinear dynamic state space(DSS) models with non-Gaussian noise, which is suitable for the filtering problem of nonlinear/non-Gaussian systems. When the likelihood function appeares at the tail of the transfer probability density, the proposed algorithm can improve the precision of nonlinear/non-Gaussian filtering compared with the traditional particle filter(PF). Experiments show that the proposed method works well in the filtering for DSS models with non-Gaussian noise. Key words: nonlinear non-Gaussian niltering ；Bayesian estimation ；divided difference filter ；Gaussian sum filter 1 引引引 言言言 来替代KF. 非线性非高斯滤波算法大致可分为两类: 滤