TY - GEN
T1 - State tracking of nonlinear system with multiplicative noises based on AR-SIS particle filter
AU - Yuan, Yanhua
AU - Wang, Shuo
AU - Yan, Zhibin
N1 - Publisher Copyright:
© 2016 IEEE.
PY - 2016/8/3
Y1 - 2016/8/3
N2 - Under the framework of Bayesian filter, a sequential importance sampling particle filter based on the acceptance-rejection (AR) sampling is proposed for tracking the state of a nonlinear dynamic system. A set of samples is sequentially drawn to represent the posterior distribution of the state with the new observation at current time. In the existing filtering methods, the new observation is used only in the updating stage, not in the prediction stage. Our sampling method differs from the existing ones in that at the prediction stage the new observation is also used in order to evaluate the new weights of the samples. For illustration, the proposed particle filter is used to track the state of a nonlinear system with the multiplicative noise, which occurs in the measurement equation.
AB - Under the framework of Bayesian filter, a sequential importance sampling particle filter based on the acceptance-rejection (AR) sampling is proposed for tracking the state of a nonlinear dynamic system. A set of samples is sequentially drawn to represent the posterior distribution of the state with the new observation at current time. In the existing filtering methods, the new observation is used only in the updating stage, not in the prediction stage. Our sampling method differs from the existing ones in that at the prediction stage the new observation is also used in order to evaluate the new weights of the samples. For illustration, the proposed particle filter is used to track the state of a nonlinear system with the multiplicative noise, which occurs in the measurement equation.
KW - Acceptance-Rejection (AR) Sampling
KW - Bayesian Filter
KW - Nonlinear System with Multiplicative Noises
KW - Particle Filter (PF)
KW - Sequential-Importance Sampling (SIS)
UR - https://www.scopus.com/pages/publications/84983785844
U2 - 10.1109/CCDC.2016.7531264
DO - 10.1109/CCDC.2016.7531264
M3 - 会议稿件
AN - SCOPUS:84983785844
T3 - Proceedings of the 28th Chinese Control and Decision Conference, CCDC 2016
SP - 1747
EP - 1752
BT - Proceedings of the 28th Chinese Control and Decision Conference, CCDC 2016
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 28th Chinese Control and Decision Conference, CCDC 2016
Y2 - 28 May 2016 through 30 May 2016
ER -