火力与指挥控制2012，Vol.37Issue(3)：46-50,5.
加权采样的序列蒙特卡罗滤波技术
Research of Sequential Monte Carlo Filtering Techniques Based on Weighted Sampling
摘要
Abstract
In disposing nonlinear filter question, the several filter methods, by utilizing model approximation or computati-on approximation, have applicability in some specific situation. In recent years, along with rapid development of computer handling ability, the sequential Monte Carlo filter method is proposed. Because the method possesses the strong potentiality in the processingcomplex non-linearity and the non-Gauss questions, it has caught people's attention. In this paper, the basic thoughts and pri-nciples of the sequential Monte Carlo filter algorithm are introduced. Then some critical technologies of the filter method are summ-arized and analyzed. Finally, some issues are pointed out which should be the focus of future study.关键词
非线性滤波/序列蒙特卡罗(SMC)/贝叶斯估计/重要性采样Key words
nonlinear filtering,sequential Monte Carlo,Bayesian estimation,important sampling分类
信息技术与安全科学引用本文复制引用
杜云明,颜兵兵..加权采样的序列蒙特卡罗滤波技术[J].火力与指挥控制,2012,37(3):46-50,5.基金项目
黑龙江省自然科学基金(E200805) （E200805）
佳木斯市2011年度重点科研基金(11077) （11077）
桂木斯大学科研基金资助项目(L2011-003) （L2011-003）
