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A New Particle Filter Based on Numerical Integration Method |
Liang Jun-li; Yang Shu-yuan; Qu Chao; Gao Li |
Institute of Acoustics, Chinese Academy of Sciences, Beijing 100080, China;Graduate School, Chinese Academy of Sciences, Beijing 100039, China |
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Abstract This paper introduces a new particle filter for nonlinear and non-Gaussian systems.The divided difference filter based on numerical integration is used for generating the importance density functions.As it integrates the new observations into system state transition density,which approximates to the state posterior density , the proposed particle filter has the better performance than the conventional one. Finally, the validity of this method is well verified by the computer simulations.
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Received: 03 November 2005
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