计算机科学 ›› 2010, Vol. 37 ›› Issue (8): 21-25.

• 综述 • 上一篇    下一篇

递归贝叶斯估计框架下的非线性滤波算法综述

王建文,李迅,张辉,马宏绪   

  1. (国防科技大学机电工程与自动化学院 长沙410073)
  • 出版日期:2018-12-01 发布日期:2018-12-01

Survey of Nonlinear Filters in the Framework of Recursive Bayesian Estimation

WANG Jian-wen,LI Xun,ZHANG Hui,MA Hong-xu   

  • Online:2018-12-01 Published:2018-12-01

摘要: 对递归贝叶斯估计框架下的非线性滤波(Nonlinear Filter, NF)算法进行分类,根据NF算法设计思想的不同把它们分为基于函数拟合/变换的NF算法、基于矩拟合的NF算法和基于条件后验概率密度函数拟合的NF算法。同时,还论述了线性回归卡尔曼滤波算法、二阶分离差分卡尔曼滤波算法、Unscented Kalman Filter算法和高斯一厄米特滤波算法四者间的共性与区别,指出了基于NF算法间相互融合的新NF算法设计的不足,分析了上述三类NF算法设计思想的完备性,发现了一些NF算法设计思想中的不足,明确了NF算法将来的突破方向。

关键词: 递归贝叶斯佑计,非线性滤波算法,算法分类,完备性

Abstract: Nonlinear filters in the framework of recursive Baycsian estimation were classified. These filters were divided into three categories based on their designed ideas. These categories include nonlinear filters based on functions’approximation or transform and nonlinear filters based on moments' approximation and nonlinear filters based on conditional posterior probability density function's approximation. At the same time, common properties and special properties among the linear regression Kalman filter and divided difference 2 Kalman filter and unscented Kalman filter and Gauss-Hermite filter were discussed in detail. Deficiencies of filters' synthesis which is used to design new nonlinear filters were indicated. Sufficiency of designed ideas in nonlinear filters was analyzed, and deficiencies in some designed ideas were detected. Potential breakthrough directions in nonlinear filters were specified.

Key words: Recursive bayesian estimation, Nonlinear filter, Classification, Sufficiency

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