To adjust the samples of filtering adaptively,an improved Gaussian particle filter algorithm based on Kullback-Leibler divergence(KLD)-sampling(KLGPF)is proposed in this paper.During the process of sampling,the algori...To adjust the samples of filtering adaptively,an improved Gaussian particle filter algorithm based on Kullback-Leibler divergence(KLD)-sampling(KLGPF)is proposed in this paper.During the process of sampling,the algorithm calculates the KLD to adjust the size of the particle set between the discrete probability density function of particles and the true posterior probability density function.KLGPF has significant effect when the noise obeys Gaussian distribution and the statistical characteristics of noise change abruptly.Simulation results show that KLGPF could maintain a good estimation effect when the noise statistics changes abruptly.Compared with the particle filter algorithm using KLD-sampling(KLPF),the speed of KLGPF increases by 28%under the same conditions.展开更多
基金the China Postdoctoral Science Foundation(No.171980)the National Natural Science Foundation of China(Nos.61973160,51505221)Key Laboratory Fund of Science and Technology on Communication Networks(No.6142104180114).
文摘To adjust the samples of filtering adaptively,an improved Gaussian particle filter algorithm based on Kullback-Leibler divergence(KLD)-sampling(KLGPF)is proposed in this paper.During the process of sampling,the algorithm calculates the KLD to adjust the size of the particle set between the discrete probability density function of particles and the true posterior probability density function.KLGPF has significant effect when the noise obeys Gaussian distribution and the statistical characteristics of noise change abruptly.Simulation results show that KLGPF could maintain a good estimation effect when the noise statistics changes abruptly.Compared with the particle filter algorithm using KLD-sampling(KLPF),the speed of KLGPF increases by 28%under the same conditions.
