Particle-Based H∞ Filter Scheme and Numerical Experiments

摘要：

The H∞ filter technique, which was developed in signal processing and control field in recent years, is introduced into data fusion method. Based on the principle of particles of forward model, a new sequential data fusion method called “particle H∞ filter is introduced into this paper by integrating H∞ filter technique and Monte Carlo method. This method can be used for nonlinear systems lacking the statistical properties of observational errors. To find the smallest level factor γ that could bring optimal estimations, bisection search method is embedded in the arithmetic of particle H∞ filter and their calculation steps are also given. The numerical results also show that particle H∞ filter data fusion method is effective and suitable to nonlinear systems in that it does not rely on the statistical properties of observational errors and has better robustness.

关键词： particle H∞ filter Monte Carlo method data fusion

作者: Wu Zhuhui Han Yueqi

作者单位: Jinling Institute of Technology, Nanjing, Jiangsu, 211169, China National Key Laboratory on Electromagnetic Environmental Effects and Electro-optical Engineering,PLA

会议类型: 国际会议

会议名称: 2012 International Conference on Intelligent System Design and Engineering Applications(2012年智能系统设计与工程应用国际会议 ISDEA 2012)

会议地点: 三亚

会议语种:英文

页码: 439-442

在线出版日期: 2012-01-06（万方平台首次上网日期，不代表论文的发表时间）