电子科技大学学报2011，Vol.40Issue(4)：596-601,6.DOI:10.3969/j.issn.1001-0548.2011.04.025
等式状态约束下的粒子滤波算法
Particle Filtering with Equality State Constraints
摘要
Abstract
The paper aims at the problem of nonlinear Gaussian system filtering with state constraints. In particle filtering, state vector is projected to the state constrained subspace via projection method, and the modified state vector is evaluated using the Lagrange multiplier method. Because either state estimation or particles can be modified in the particle filtering, two new methods are given to deal with particle filtering with equality state constraints. The filtering errors of the new methods are lower than the that of general particle filter obviously. Simulation results verify the effectiveness of the new methods.关键词
非线性滤波/粒子滤波/投影方法/状态约束Key words
nonlinear filtering/ particle filter(PF)/ projection method/ state constraints分类
信息技术与安全科学引用本文复制引用
陈金广,李洁,高新波..等式状态约束下的粒子滤波算法[J].电子科技大学学报,2011,40(4):596-601,6.基金项目
国家自然科学基金(60832005,60702061) （60832005,60702061）
教育部长江学者和创新团队支持计划(IRT0645) （IRT0645）
陕西省教育厅科研计划(2010JK565) （2010JK565）
