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Application of proximal support vector regression to particle filter

  • Harbin Institute of Technology

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

An improved particle filter for nonlinear, non-Gaussian estimation is proposed in this paper. The algorithm consists of a particle filter that uses a proximal support vector regression (PSVR) based re-weighting scheme to re-approximate the posterior density and avoid sample impoverishment. A regression function is obtained by PSVR over the weighted sample set and each sample is re-weighted via this function. Then, posterior density of the state is re-approximated to maintain the effectiveness and diversity of samples. Two experimental results demonstrate that the efficiency of the proposed algorithm compared with the generic particle filter and Markov Chain Monte Carlo (MCMC) particle filter.

Original languageEnglish
Title of host publicationProceedings - 2009 IEEE International Conference on Intelligent Computing and Intelligent Systems, ICIS 2009
Pages239-243
Number of pages5
DOIs
StatePublished - 2009
Event2009 IEEE International Conference on Intelligent Computing and Intelligent Systems, ICIS 2009 - Shanghai, China
Duration: 20 Nov 200922 Nov 2009

Publication series

NameProceedings - 2009 IEEE International Conference on Intelligent Computing and Intelligent Systems, ICIS 2009
Volume1

Conference

Conference2009 IEEE International Conference on Intelligent Computing and Intelligent Systems, ICIS 2009
Country/TerritoryChina
CityShanghai
Period20/11/0922/11/09

Keywords

  • Particle filter
  • Proximal support vector regression
  • Support vector machine

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