粒子滤波算法的研究.pdf

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1、ԙਭᆜਭ࠼㊱ਭ717171ᇼ㓝ޢᔶ从从从(ѣѣѣȽѣȽȽȽ㤧ᮽ㤧ᮽ)ⴤⴤⴤ㋂ᆀ└⌒㇇⌅Ⲵ⹄ウTheResearchofParticleFilterAlgorithm֌㘵ဃ਽䱸㦹ᤷሬᮉᐸဃ਽ᤷሬᮉᐸဃ਽ǃᤷሬᮉᐸဃ਽ǃǃǃ㙼〠㙼〠⭠⦹᭿ᮉᦸᆖ、䰘㊫ᐕᆖᆖ、ᆖ、ǃᆖ、ǃǃǃуъуъ䇑㇇ᵪ㌫㔏㔃ᶴᨀӔ䇪᮷ᰕᵏҼҼҼƻҼƻƻƻаҼᒤаᴸаҼᒤаᴸаҼᒤаᴸаҼᒤаᴸ㾵ᆿ⭫ᆆ〇ᢶཝᆜᆜփ䇰ᮽࡑ᯦ᙝ༦᱄⿹᢯ᆖṑѕ䉘Ⲵᆖ仾઼Ո㢟Ⲵ、ᆖ

2、䚃ᗧˈᵜӪ༠᰾ᡰ੸ӔⲴ䇪᮷ᱟᡁњӪ൘ሬᐸᤷሬл䘋㹼Ⲵ⹄ウᐕ֌৺ਆᗇⲴ⹄ウᡀ᷌DŽቭᡁᡰ⸕ˈ䲔Ҷ᮷ѝ⢩࡛࣐ԕḷ⌘઼㠤䉒ѝᡰ㖇ࡇⲴ޵ᇩԕཆˈ䇪᮷ѝнवਜ਼ަԆӪᐢ㓿ਁ㺘ᡆ᫠߉䗷Ⲵ⹄ウᡀ᷌˗ҏнवਜ਼Ѫ㧧ᗇ㾯ᆹ⭥ᆀ、ᢰབྷᆖᡆަᆳᮉ㛢ᵪᶴⲴᆖսᡆ䇱Җ㘼⭘䗷ⲴᶀᯉDŽоᡁа਼ᐕ֌Ⲵ਼ᘇሩᵜ⹄ウᡰڊⲴԫօ䍑⥞൷ᐢ൘䇪᮷ѝڊҶ᰾⺞Ⲵ䈤᰾ᒦ㺘⽪Ҷ䉒᜿DŽ⭣䈧ᆖս䇪᮷о䍴ᯉ㤕ᴹнᇎѻ༴ˈᵜӪ᢯ᣵа࠷Ⲵ⌅ᖻ䍓ԫDŽᵜӪㆮ਽˖ᰕᵏ㾵ᆿ⭫ᆆ〇ᢶཝᆜީӄ䇰ᮽ⭞ᦾᵹⲺ䈪᱄ᵜӪᆼޘҶ䀓㾯ᆹ⭥ᆀ、ᢰབྷᆖᴹޣ؍⮉઼⭘ᆖս䇪᮷Ⲵ㿴ᇊˈণ˖⹄ウ⭏൘ṑ᭫䈫ᆖսᵏ䰤䇪᮷ᐕ֌Ⲵ⸕䇶ӗᵳঅս኎㾯ᆹ⭥

3、ᆀ、ᢰབྷᆖDŽᆖṑᴹᵳ؍⮉䘱Ӕ䇪᮷Ⲵ༽ঠԦˈ䇨ḕ䰵઼ُ䰵䇪᮷˗ᆖṑਟԕޜᐳ䇪᮷Ⲵޘ䜘ᡆ䜘࠶޵ᇩˈਟԕ䇨䟷⭘ᖡঠǃ㕙ঠᡆަᆳ༽ࡦ᡻⇥؍ᆈ䇪᮷DŽ਼ᰦᵜӪ؍䇱ˈ∅ъਾ㔃ਸᆖս䇪᮷⹄ウ䈮仈޽᫠߉Ⲵ᮷ㄐаᖻ㖢਽অսѪ㾯ᆹ⭥ᆀ、ᢰབྷᆖDŽ(؍ᇶⲴ䇪᮷൘䀓ᇶਾ䚥ᆸ↔㿴ᇊ)ᵜᆖս䇪᮷኎Ҿ؍ᇶˈ൘ᒤ䀓ᇶਾ䘲⭘ᵜᦸᵳҖDŽᵜӪㆮ਽˖ᰕᵏሬᐸㆮ਽˖ᰕᵏ᪎㾷㋂ᆀ└⌒㇇⌅ᱟа⿽䙊䗷㫉⢩঑㖇ԯⵏᯩ⌅ᶕᆼᡀањ䍍ਦᯟ䙂᧘䗷〻Ⲵ└⌒ᯩ⌅DŽ֌Ѫа⿽สҾ䍍ਦᯟՠ䇑Ⲵ䶎㓯ᙗ└⌒㇇⌅ˈ㋂ᆀ└⌒㇇⌅൘༴⨶䶎儈ᯟ䶎㓯ᙗᰦਈ㌫㔏Ⲵ৲ᮠՠ䇑઼⣦ᘱ└⌒䰞仈ᯩ䶒ᴹ⤜ࡠⲴՈ࣯DŽ㋂ᆀ└⌒㇇⌅ᐢ㓿൘᭵䳌

4、䇺ᯝǃሬ㡚ᇊսǃᰐ㓯䙊ؑǃ㿶㿹䐏䑚઼䠁㶽ㅹ亶ฏᗇࡠҶᒯ⌋Ⲵᓄ⭘DŽᵜ᮷䈖㓶࠶᷀Ҷ㋂ᆀ└⌒㇇⌅৺ަ⍱〻ˈᙫ㔃Ҷ㇇⌅ᆈ൘Ⲵ䰞仈ˈᒦสҾԕк䰞仈ᨀࠪҶ㠚ᐡⲴ᭩䘋㇇⌅DŽᵜ᮷Ⲵ⹄ウ઼ࡋᯠਟԕᙫ㔃Ѫԕлᯩ䶒˖䙊䗷⹄ウสҾᰐ䘩঑ቄᴬ└⌒㇇⌅Ⲵ㋂ᆀ└⌒㇇⌅(UKF-PF)ˈ䪸ሩ㇇⌅ᆈ൘Ⲵ㋂ᆀ䍛ॆ䰞仈ˈ俆ᨀࠪҶสҾӪᐕ劬㗔㇇⌅ⲴUKF-PF㇇⌅ˈ䈕㇇⌅࡙⭘Ӫᐕ劬㗔㇇⌅ՈॆUKF-PF㇇⌅Ⲵ䟽䟷ṧ䗷〻ˈ࡙⭘Ӫᐕ劬Ⲵ㿵伏ǃ䘭ቮ઼㚊㗔㹼Ѫ㋂ᆀੁ儈լ❦४ฏ〫ࣘˈᴹ᭸䀓ߣ㋂ᆀ䍛ॆⲴ䰞仈DŽަ⅑䙊䗷ሩสҾӪᐕ劬㗔㇇⌅ⲴUKF-PF㇇⌅䘋㹼࠶᷀ˈ䪸ሩަ⭡䇑㇇䟿བྷሬ㠤Ⲵᇎᰦᙗ䰞仈ˈᨀ

5、ࠪสҾ᭩䘋ⲴӪᐕ劬㗔㇇⌅ⲴUKF-PFⲴ㇇⌅ˈ䈕㇇⌅ሩՐ㔏Ӫᐕ劬㗔㇇⌅Ⲵ㹼Ѫǃ৲ᮠ઼䗷〻䘋㹼᭩䘋ˈᴹ᭸䀓ߣՐ㔏劬㗔㇇⌅ՈॆUKF-PF㇇⌅Ⲵᇎᰦᙗ䰞仈DŽᇎ傼㺘᰾ᵜ᮷ᨀࠪⲴ㇇⌅нӵᴹ᭸䀓ߣUKF-PF㇇⌅ᆈ൘Ⲵ䰞仈ˈ㘼ф└⌒㋮ᓖᨀ儈Ҷањᮠ䟿㓗DŽީ䭤䈃ީ䭤䈃φީ䭤䈃φφφ㋈ᆆ┚⌘㋈ᆆ┚⌘UKF-PFӰᐛ劲㗚㇍⌋㋈ᆆ䍡ौAbstractParticlefilteralgorithmisimplementedbyaBayesianrecursionprocessthoughaMonteCarlosimulationmethod.Asanonlinear

6、filteralgorithmbasedonBayesianestimation,particlefilterhasanoriginaladvantageattreatingtheparameterestimationandstatingfilteringaspectsofnonlinearnon-Gaussiantime-varyingsystem.Soparticlefilterhasbeenwidelyusedinthefieldssuchasfaultdiagnosis,navigationposition,radiocommunicat

7、ion,visiontrackingandfinanceetc.Atfirst,thispapermakesadetailedanalysisforParticlefilteralgorithmandsummarysit'sshortcomings.Andthen,wepresenttheimprovedalgorithm.Thepaper’sresearchandinnovativecanbesummarizedasthefollowings:ThroughthestudyoftheparticlefilteralgorithmbasedonU

8、nscentedkalmanfilter(UKF-PF),inordertosolvetheparticlesimpoverishmen