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| A Dual Particle Filter for State and Parameter Estimation in Nonlinear System |
| Hou Dai-wen①② Yin Fu-liang① |
| ①(School of Electronic and Information Engineering, Dalian University of Technology, Dalian 116023, China) ②(Naval Test Base, Dalian 116041, China) |
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Abstract The dual particle filter is proposed to solve the problem of simultaneously estimating the state and the parameter of a nonlinear dynamic system. In the new filter, the sufficient statistics based particle filter is adopted to deal with sampling impoverishment arising in generic particle filter and the beta distribution, which makes good use of the prior knowledge as well as avoids tail draws for the parameter, is used to fit the parametric a posteriori probability density function. Simulation results show that both estimation accuracy and initial sensitivity of the nonlinear system are improved.
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Received: 13 February 2007
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Corresponding Authors:
Hou Dai-wen
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2008, Vol. 30 
