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A new particle filter based on interval filter and particle diffraction is proposed for the on-line estimation of non-Gaussian and nonlinear system with uncertain dynamics modeling. This algorithm computes the more accurate importance density function, which integrates the latest observations into the system state transition density, so that the approximation to the system posterior density is improved. At the same time, the workload of calculation is reduced by treating particle diffraction like light diffraction. A simulation experiment on the SINS/CNS (strap-down inertial navigation system/celestial navigation system) attitude estimation shows the effectiveness and robustness of the improved algorithm.
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Keywords:
- particle filter /
- interval filter /
- particle diffraction /
- attitude estimation
[1] Du Z C, Tang B, Li K 2006 Acta Phys. Sin. 55 999(in Chinese)[杜正聪、唐 斌、李 可 2006 55 999]
[2] Doucet A, Gordon N J, Krishnamurthy V 2001 IEEE Trans.Signal Processing 49 613
[3] Wang W F, Xiong R, Zhu J 2009 Acta Automatica Sinica 35 1185 (in Chinese) [王文斐、 熊 蓉、 褚 健 2009 自动化学报35 1185]
[4] Cheng S Y, Zhang J Y 2008 Acta Electrnica Sinica 36 500(in Chinese) [程水英、 张剑云 2008 电子学报 36 500]
[5] Chang C, Ansari R 2005 IEEE Signal Processing Lett. 12 242
[6] Xiao F H, Yan G R 2004 Acta Phys. Sin. 53 396(in Chinese)[肖方红、 闫桂荣 2004 53 396]
[7] Dong L F, Cheng J Y 2002 Chin. Phys. 11 419
[8] Xie W X, Xu W 2005 Acta Phys. Sin. 54 1105(in Chinese)[谢文贤、 徐 伟 2005 54 1105]
[9] Chen G, Wang J, Shieh L S 1997 IEEE Trans. Aerospace Electron. 33 250
[10] Wang X G, Li A H, Xu H L 2009 Systems Engineering and Electronics 31 170(in Chinese) [王新国、 李爱华、 许化龙 2009 系统工程与电子技术 31 170]
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[1] Du Z C, Tang B, Li K 2006 Acta Phys. Sin. 55 999(in Chinese)[杜正聪、唐 斌、李 可 2006 55 999]
[2] Doucet A, Gordon N J, Krishnamurthy V 2001 IEEE Trans.Signal Processing 49 613
[3] Wang W F, Xiong R, Zhu J 2009 Acta Automatica Sinica 35 1185 (in Chinese) [王文斐、 熊 蓉、 褚 健 2009 自动化学报35 1185]
[4] Cheng S Y, Zhang J Y 2008 Acta Electrnica Sinica 36 500(in Chinese) [程水英、 张剑云 2008 电子学报 36 500]
[5] Chang C, Ansari R 2005 IEEE Signal Processing Lett. 12 242
[6] Xiao F H, Yan G R 2004 Acta Phys. Sin. 53 396(in Chinese)[肖方红、 闫桂荣 2004 53 396]
[7] Dong L F, Cheng J Y 2002 Chin. Phys. 11 419
[8] Xie W X, Xu W 2005 Acta Phys. Sin. 54 1105(in Chinese)[谢文贤、 徐 伟 2005 54 1105]
[9] Chen G, Wang J, Shieh L S 1997 IEEE Trans. Aerospace Electron. 33 250
[10] Wang X G, Li A H, Xu H L 2009 Systems Engineering and Electronics 31 170(in Chinese) [王新国、 李爱华、 许化龙 2009 系统工程与电子技术 31 170]
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