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To solve the degeneracy phenomenon and to improve the ability for tracking the breaking states are two difficult problems in the application of particle filter. Sequential important re-sampling can reduce orilliminate degeneracy, but the sample impoverishment is a secondary result. Extended particle filter can also reduce the degeneracy, but it cannot track the breaking states. The ability to track the breaking states can be improved by a strong tracking particle filter, but the degeneracy phenomenon will not be well solved still. A stochastic perturbation strong tracking particle filter is proposed for solving the above problems, in which a stochastically perturbative re-sampling is introduced into a strong tracking particle filter. Thus a stochastic perturbation is added to the particle with maximal weight to form some new particles, and the degenerative particles are displaced by the new particles to solve the degeneracy phenomenon and so the sample impoverishment improves the diversity of the samples. The ability of the proposed algorithm to track breaking states is also improved, and the feasibility and validity of the proposed algorithm are demonstrated by the simulation results of the standard validation model and the system with constants in different periods of time.
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Keywords:
- particle filter /
- degeneracy phenomenon /
- stochastic perturbation /
- strong tracking filter
[1] Yang Z L, Wang W W, Yin Z X, Zhang J, Chen X 2007 Chin Phys. Lett. 24 1170
[2] Liu W D, Ren K F, Meunier-Guttin-Cluzel S, Gouesbet G 2003 Chin Phys. 12 1366
[3] Gring A, Ristic B, Mihaylova L 2012 IEEE Transactions on Signal Processing 60 2138
[4] Ghirmai T, Bugallo M F, Joaquín Míguez, Djurić P M 2005 IEEE Transaction on Signal Processing 53 2855
[5] Cheng Chang, Rashid Ansari 2005 IEEE Signal Processing Letters 12 242
[6] Jie Yu 2012 Journal of Process Control. 22 778
[7] Djurić P M, Kotecha J H, Zhang J Q, Huang Y F, Ghirmai T, Bugallo M F, Joaquin Miguez 2003 IEEE Signal Processing Magazine. 20 19
[8] Ning X L, Wang H L, Zhang Q, Chen L H 2010 Acta Phys. Sin. 59 4426 (in Chinese) [宁小磊, 王宏力, 张琪, 陈连华 2010 59 4426]
[9] Hou J, Jing Z R, Yang Y 2013 Journal of Electronics m& Information Technology 35 1532 (in Chinese)[侯静, 景占荣, 羊彦 2013 电子与信息学报 35 1532]
[10] De Freitas 2000 Neural Computation. 12 955
[11] Rudolph van der Merwe, Arnaud Doucet, Nando de Freitas, Eric Wan 2000 Technical Report CUED/F-INFENG/TR 380
[12] Hu C H, Zhang Q, Qiao Y K 2008 Acta Automatic Sinica 12 1522 (in Chinese)[胡昌华, 张琪, 乔玉坤 2008 自动化学报 12 1522]
[13] Zhou D H, Ye Y Z 2000 Modern Fault Diagnosis and Fault Tolerant Control (Beijing: Tsinghua university press), p265-267 (in Chinese) [周东华, 叶银忠 2000 现代故障诊断与容错控制(北京: 清华大学出版社) 第265-267页]
[14] Sanjeev Arulampalam, Simon Maskell, Neil Gordon 2002 IEEE Transaction on Signal Processing 50 174
[15] Mo Y W, Xiao D Y 2005 Control Theory & Application 22 269 (in Chinese) [莫以为, 萧德云 2005 控制理论与应用 22 269]
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[1] Yang Z L, Wang W W, Yin Z X, Zhang J, Chen X 2007 Chin Phys. Lett. 24 1170
[2] Liu W D, Ren K F, Meunier-Guttin-Cluzel S, Gouesbet G 2003 Chin Phys. 12 1366
[3] Gring A, Ristic B, Mihaylova L 2012 IEEE Transactions on Signal Processing 60 2138
[4] Ghirmai T, Bugallo M F, Joaquín Míguez, Djurić P M 2005 IEEE Transaction on Signal Processing 53 2855
[5] Cheng Chang, Rashid Ansari 2005 IEEE Signal Processing Letters 12 242
[6] Jie Yu 2012 Journal of Process Control. 22 778
[7] Djurić P M, Kotecha J H, Zhang J Q, Huang Y F, Ghirmai T, Bugallo M F, Joaquin Miguez 2003 IEEE Signal Processing Magazine. 20 19
[8] Ning X L, Wang H L, Zhang Q, Chen L H 2010 Acta Phys. Sin. 59 4426 (in Chinese) [宁小磊, 王宏力, 张琪, 陈连华 2010 59 4426]
[9] Hou J, Jing Z R, Yang Y 2013 Journal of Electronics m& Information Technology 35 1532 (in Chinese)[侯静, 景占荣, 羊彦 2013 电子与信息学报 35 1532]
[10] De Freitas 2000 Neural Computation. 12 955
[11] Rudolph van der Merwe, Arnaud Doucet, Nando de Freitas, Eric Wan 2000 Technical Report CUED/F-INFENG/TR 380
[12] Hu C H, Zhang Q, Qiao Y K 2008 Acta Automatic Sinica 12 1522 (in Chinese)[胡昌华, 张琪, 乔玉坤 2008 自动化学报 12 1522]
[13] Zhou D H, Ye Y Z 2000 Modern Fault Diagnosis and Fault Tolerant Control (Beijing: Tsinghua university press), p265-267 (in Chinese) [周东华, 叶银忠 2000 现代故障诊断与容错控制(北京: 清华大学出版社) 第265-267页]
[14] Sanjeev Arulampalam, Simon Maskell, Neil Gordon 2002 IEEE Transaction on Signal Processing 50 174
[15] Mo Y W, Xiao D Y 2005 Control Theory & Application 22 269 (in Chinese) [莫以为, 萧德云 2005 控制理论与应用 22 269]
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