计算机科学 ›› 2014, Vol. 41 ›› Issue (6): 199-203.doi: 10.11896/j.issn.1002-137X.2014.06.039

• 人工智能 • 上一篇    下一篇

基于自适应粒子群优化的代价评估Marginalized粒子滤波

胡振涛,魏丹,金勇,胡玉梅   

  1. 河南大学计算机与信息工程学院 开封475004 河南大学图像处理与模式识别研究所 开封475004;河南大学计算机与信息工程学院 开封475004 河南大学图像处理与模式识别研究所 开封475004;河南大学计算机与信息工程学院 开封475004 河南大学图像处理与模式识别研究所 开封475004;河南大学计算机与信息工程学院 开封475004 河南大学图像处理与模式识别研究所 开封475004
  • 出版日期:2018-11-14 发布日期:2018-11-14
  • 基金资助:
    本文受国家自然科学基金项目(61300214,U1204611),河南省高校科技创新团队支持计划(13IRTSTHN021),河南省基础与前沿技术研究计划(132300410148,8),河南省教育厅科学技术研究重点项目(13A413066),河南省青年骨干教师资助

Cost Reference Marginalized Particle Filter Based on Adaptive Particle Swarm Optimization

HU Zhen-tao,WEI Dan,JIN Yong and HU Yu-mei   

  • Online:2018-11-14 Published:2018-11-14

摘要: 针对量测受扰动情况下粒子重要性权重的精确度量和粒子的有效采样问题,提出了一种基于自适应粒子群优化的代价评估Marginalized粒子滤波。首先,在Marginalized粒子滤波框架下,通过引入代价函数和风险函数,实现了粒子重要性权重评价过程中对最新量测信息的合理利用,以降低传统的依据重要性权重度量方式中对于噪声先验信息的依赖。其次,通过对粒子分布特征信息的提取和利用,构建了粒子极限速度设定的自适应选取策略,给出了一种自适应粒子群优化方法。在此基础上,结合粒子群优化中群体优化机理来提升采样粒子对被估计状态的逼近程度,进而改善重采样后粒子的多样性。理论分析和仿真实验验证了算法的有效性。

关键词: 非线性滤波,代价评估粒子滤波,粒子群优化,量测不确定 中图法分类号TP391.4文献标识码A

Abstract: Aiming at the precise measures of important weights and the effective sampling of particle in measurement uncertainty,a novel cost reference marginalized particle filter based on adaptive particle swarm optimization was proposed.In the new algorithm,cost function and risk function are firstly introduced to complete reasonable utilization of the latest observation,and the dependency on priori information of observation noise in classical measuring method of important weights is improved.Secondly,through the extraction and utilization of particle distribution features information,the adaptive selection strategy of the limit velocity is obtained and a new adaptive particle swarm optimization method is given.Finally,combining with the mechanism of colony optimization in particle swarm optimization,the approximation effectiveness of sampling particles relative to estimated state is enhanced,and the diversity of particle after re-sampling is improved.The theoretical analysis and experimental results show the efficiency of the proposed algorithm.

Key words: Nonlinear filter,Marginalized particle filter,Particle swarm optimization,Measurement uncertainty

[1] Simon D.Kalman filtering with state constraints:A survey of li-near and nonlinear algorithms[J].IET Control Theory & Applications,2010,4(8):1303-1318
[2] Grewal M S,Kain J.Kalman filter implementation with im-proved numerical properties[J].IEEE Transactions on Automatic Control,2010,5(9):2058-2068
[3] Jia B,Xin M.Vision-based spacecraft relative navigation using sparse-grid quadrature filter[J].IEEE Transactions on Control Systems Technology,2013,1(5):1595-1606
[4] Novara C,Ruiz F,Milanese M.Direct filtering:A new approach to optimal filter design for nonlinear systems[J].IEEE Transactions on Automatic Control,2013,8(1):86-99
[5] Arulampalam M S,Maskell S,Gordon N,et al.A tutorial on particle filters for online nonlinear/non-Gaussian Bayesian tracking[J].IEEE Transactions on Signal Processing,2002,50(2):174-188
[6] Chunbo L,McClean S I,Parr G,et al.UAV Position estimation and collision avoidance using the extended Kalman filter[J].IEEE Transactions on Vehicular Technology,2013,62(6):2749-2762
[7] Jafarzadeh S,Lascu C,Fadali M S.State Estimation of induction motor drives using the unscented Kalman filter[J].IEEE Tran-sactions on Industrial Electronics,2012,9(11):4207-4216
[8] Xu J L,Wang H J,Zhang A H.Underwater target bearing only tracking based on first order divided difference filter[C]∥25th Chinese Control and Decision Conference.2013:351-356
[9] Leong P H,Arulampalam S,Lamahewa T A,et al.A Gaussian-sum based cubature Kalman filter for bearings-only tracking[J].IEEE Transactions on Aerospace and Electronic Systems,2013,9(2):1161-1176
[10] Cappe O,Godsill S J,Moulines E.An overview of existing me-thods and recent advances in sequential Monte Carlo[J].Procee-dings of the IEEE,2007,95(5):899-924
[11] Gustafsson F.Particle filter theory and practice with positioning applications[J].IEEE Aerospace and Electronic Systems Magazine,2010,25(7):53-82
[12] Karlsson R.Particle filter for positioning and tracking applications[D].Linkoping:Linkoping University,2005
[13] Qi C,Bondon P.An efficient two-stage sampling method in par-ticle filter[J].IEEE Transactions on Aerospace and Electronic Systems,2012,48(3):2666-2672
[14] Fu X Y,Jia Y M.An improvement on re-sampling algorithm of particle filters[J].IEEE Transactions on Signal Processing,2010,58(10):5414-5420
[15] Li H W,Wang J,Su H T.Improved particle filter based on differential evolution[J].Electronics Letters,2011,47(19):1078-1079
[16] Zhong J,Fung Y F.Case study and proofs of ant colony optimi-sation improved particle filter algorithm[J].IET Control Theory & Applications,2012,6(5):689-697
[17] Schon T,Gustafsson F,Nordlund P J.Marginalized particle filters for mixed linear/nonlinear state-space models[J].IEEE Transactions on Signal Processing,2005,0(7):2279-2289
[18] Karlsson R,Schon T,Gustafsson F.Complexity analysis of the marginalized particle filter[J].IEEE Transactions on Signal Processing,2005,3(11):4408-4411
[19] Djuric P M,Bugallo M F.Cost-reference particle filtering for dy-namic systems with nonlinear and conditionally linear states[C]∥IEEE Nonlinear Statistical Signal Processing Workshop.2006:183-188
[20] Jaechan L,Hong D.Cost Reference Particle Filtering Approach to High-Bandwidth Tilt Estimation[J].IEEE Transactions on Industrial Electronics,2010,7(11):3830-3839
[21] Li C H,Yang S X,Nguyen T T.A self-learning particle swarm optimizer for global optimization problems[J].IEEE Transactions on Systems,Man,and Cybernetics,Part B:Cybernetics,2012,2(3):627-646
[22] Hu Z T,Liu X X,Jin Y.Cost Reference Particle Filter Based on Adaptive Particle Swarm Optimization in Observation Uncertainty [C]∥Proceedings of the 30th Chinese Control Confe-rence.2011:769-800

No related articles found!
Viewed
Full text


Abstract

Cited

  Shared   
  Discussed   
No Suggested Reading articles found!