Truncated Particle Filter Based on QMC Sampling and Application to Target Tracking

摘要：

　　In order to deal with the nonlinear, non-Gaussian problem, this paper proposes the truncated particle filer based on quasi-Monte Carlo (QMC) sampling.This algorithm replaces the resampling scheme with the truncating scheme which preserves the large weight particles and discards the small weight particles by the truncated threshold.Because the Monte Carlo sampling can induces the possible gaps and clusters, the new proposed algorithm utilizes the QMC method to sample particles uniformly.The results show that the algorithm improves the estimate accuracy.

关键词： Quasi-Monte Carlo particle filter truncated threshold low-discrepancy sequences

作者: San Ye Ma Cheng Zhu Yi

作者单位: Control and Simulation Center,Harbin Institute of Technology Harbin,150080,China

会议类型: 国际会议

会议名称: 2013 IEEE 11th International Conference on Electronic Measurement & Instruments(第十一届IEEE国际电子测量与仪器学术会议)

会议地点: 哈尔滨

会议语种:英文

页码: 937-940

在线出版日期: 2013-08-16（万方平台首次上网日期，不代表论文的发表时间）