DocumentCode
1689856
Title
An adaptive particle filter based on posterior distribution
Author
Tan, Ping ; Cai, Zixing
Author_Institution
Sch. of Inf. Sci. & Eng., Central South Univ., Changsha, China
fYear
2010
Firstpage
5886
Lastpage
5890
Abstract
To address the contradiction between efficiency and precision in the particle filter, this paper propose an adaptive particle filter based on posterior distribution, which takes advantage of that the variance of measure is not more than the process variance in the dynamic system. The prior knowledge is used to set the confidence interval of likelihood, and the number of particles is adjusted by the posterior estimation in the confidence interval. The result of experiments shows that the method is not only more efficiently, but also keeps a good performance.
Keywords
adaptive filters; particle filtering (numerical methods); adaptive particle filter; dynamic system; posterior distribution; posterior estimation; process variance; Atmospheric measurements; Monte Carlo methods; Noise; Particle filters; Particle measurements; State estimation; Adaptive Particle Filter; Confidence Interval; Posterior Distribution;
fLanguage
English
Publisher
ieee
Conference_Titel
Intelligent Control and Automation (WCICA), 2010 8th World Congress on
Conference_Location
Jinan
Print_ISBN
978-1-4244-6712-9
Type
conf
DOI
10.1109/WCICA.2010.5554530
Filename
5554530
Link To Document