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Spatial size of sample set control-based multiresolutional particle filter

  • School of Computer Science and Technology, Harbin Institute of Technology

Research output: Contribution to journalArticlepeer-review

Abstract

When the multiresolutional analysis method is applied to reduce the number of particles in particle filter, it may cause the drop of filtering accuracy. Aiming at this problem, a size control-based multiresolutional particle filter is proposed. The method predicts the possible enlarging of error by observing the quasi-measurement error probability density, and then increases the size of sample set when the filtering is becoming unsteady by quasi-Monte Carlo sampling or multiplying the original particle set to avoid the possible divergence. The simulation results show that the algorithm maintains the estimation performance of particle filter, meantime also reduces the number of particles and improves the computation efficiency.

Original languageEnglish
Pages (from-to)2664-2668
Number of pages5
JournalTien Tzu Hsueh Pao/Acta Electronica Sinica
Volume38
Issue number11
StatePublished - Nov 2010
Externally publishedYes

Keywords

  • Multiresolutional analysis
  • Particle filter
  • Quasi measurement error
  • Quasi-Monte Carlo sampling
  • Wavelet transform

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