Particle Filtering with Multi Proposal Distributions

• 作者: Fasheng WANG Liqun ZHANG Qingjie ZHAO Yingbo ZHANG
• 来源期刊: 通讯、网络与系统学国际期刊(英文)
• 学科: 医学
• 关键词: SEQUENTIAL MONTE Carlo PROPOSAL Distribution MULTIPLE PROPOSAL DISTRIBUTIONS
• 年，卷（期）: 2008,（1）
• 页码范围: 22-28
• 页数: 7页
• 分类号: R73

摘要

Particle filtering algorithm has been applied to various fields due to its capacity to handle nonlinear/non-Gaussian dynamic problems. One crucial issue in particle filtering is the selection of the proposal distribution that generates the particles. In this paper, we give a novel strategy for selecting proposal distribution. Firstly, divide-conquer strategy is used, in which the particles used are divided into several parts. Afterward, different parts of particles are drawn from different proposal distributions. People can flexibly adjust how many of the particles drawn from specific proposal distributions according to their idiographic requirements. We provide simulation results that show its efficiency and performance.