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非线性滤波算法的性能分析 被引量:6

Analysis of Performances on Nonlinear Filtering Algorithms
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摘要 对目前非线性滤波的主要算法即扩展卡尔曼滤波、不敏卡尔曼滤波、粒子滤波、扩展卡尔曼粒子滤波和不敏粒子滤波的滤波模型、适用条件、性能进行了分析比较,给出了每种方法的计算复杂度.通过一个非线性非高斯模型进行了仿真,验证了这些算法的性能. The filtering model,applied condition and performance of the current nonlinear filtering algorithms including extended Kalman filter,unscented Kalman filter,particle filter,extended Kalman particle filter and unscented particle filter were analyzed and compared,and the computation complexity of each algorithm given. Finally,the performance of algorithms was verified by simulating a nonlinear Guassian model.
作者 万洋 王首勇
出处 《空军雷达学院学报》 2010年第2期111-114,共4页 Journal of Air Force Radar Academy
关键词 扩展卡尔曼滤波 不敏卡尔曼滤波 粒子滤波 扩展卡尔曼粒子滤波 不敏粒子滤波 extended Kalman filter (EKF) unscented Kalman filter (UKF) particle filter (PF) extended Kalman particle filter (EPF) unscented particle filter (UPF)
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