基于DSP的改进粒子滤波算法研究.docVIP

基于DSP的改进粒子滤波算法研究 　　摘 要:介绍了粒子滤波基本原理,针对粒子滤波计算量大和难以用硬件实现等缺点对粒子滤波算法进行了改进,使其平均计算周期缩短为原来的90%,应用DSP实现了粒子滤波算法。改进粒子滤波算法主要优化了原粒子滤波算法中权值计算、重采样和输出步骤,使其计算速度和滤波精度有所提高。这种改进粒子滤波算法在DSP系统中进行仿真,结果证明它具有速度快,精度高的优点。关键词:粒子滤波; 硬件实现; 权值计算; 数字信号处理器 　　中图分类号:TN911-34文献标识码:A 　　文章编号:1004-373X(2010)18-0009-04 　　 　　Improved Particle Filter Algorithm Based on DSP 　　FENG Jun-xiang, ZHANG Jian, BO Chao 　　(School of Electronics and Information, Jiangsu University of Science and Technology, Zhenjiang 212003, China) 　　Abstract: Particle filter is based on the Monte Carlo and recursive Bayesian estimation which has special advantages in dealing with the nonlinear and non-Gaussian problems. However, both the enormous computations and low speed restrict its implementation in real-time system. At first, the basic theory of particle filter is introduced. Then, the particle filter algorithm is improved for solving the disadvantages of enormous computations and hard implementation of hardware, which reduced the average cycle to 90%. At last, particle filter algorithm is fulfilled through DSP. Compared with original particle filter algorithm, the improved algorithm optimizes the steps of computation of weights, resample and output,which improve the calculator speed and filter precision. The improved particle filter algorithm testifies its advantages of fast speed and high accuracy through carrying out simulation in DSP system.Keywords: particle filter; hardwareimplementation; computation of weights; DSP 　　 　　0 引 言 　　粒子滤波(particle filtering,PF)[1-2]或Monte Carlo粒子滤波(MCPF)是以重要性采样(importance sampling,IS)和序贯重要性采样(sequential IS,SIS)为基础的序贯Monte Carlo(sequential MC,SMC)方法,因此又称为SMC滤波,1999年正式提出PF称谓[3],该名称现已广泛采用。由于PF算法在理论上对高维非线性、非高斯动态系统的状态递推估计或概率推理等问题都不具敏感性,因此,在复杂问题的求解上它表现出突出的优势。但是到目前为止,在实时信号处理领域,粒子滤波算法几乎没有得到实际应用,这主要是因为粒子滤波算法本身较复杂,运算量大,需要存储的空间大。某些改进粒子滤波算法虽然在一定程度上提高了粒子滤波算法的精度,却使得粒子滤波算法更加复杂,实时性很差。 　　在此,首先介绍了标准粒子滤波算法,之后从硬件实现的角度出发,将粒子滤波权值计算中的权值归一化部分合并到重采样计算和输出计算步骤中,并且改进了权值计算方法,以非线性非高斯系统为例,验证了改进算法的精度,结果说明,改进算法更适合硬件