基于三次卷积插值的贝叶斯滤波方法研究

王帅,冯晋

系统科学与数学 ›› 2015, Vol. 35 ›› Issue (2) : 170-180.

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系统科学与数学 ›› 2015, Vol. 35 ›› Issue (2) : 170-180. DOI: 10.12341/jssms12528
论文

基于三次卷积插值的贝叶斯滤波方法研究

    王帅1,冯晋2
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BAYESIAN FILTERING  ALGORITHM  BASED ON CUBIC CONVOLUTION INTERPOLATION

    WANG Shuai 1, FENG Jin2
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摘要

针对一类二维空间系统的状态估计模型,提出了一种用三次卷积插值方法递推估计的非线性滤波算法.仿真实例采用一个常用的非线性模型,并与粒子滤波算法进行对比分析,仿真结果表明三次卷积插值方法提高滤波估计精度,从而验证其估计一类状态估计模型解析解的可行性,其插值算法还可以推广到多维空间系统

Abstract

In this paper, a nonlinear filtering algorithm applying cubic convolution interpolation to approximate state estimation model of the system. By taking the nonlinear system model as the instance and performing the comparison analysis with the particle filter, cubic convolution interpolation method can improve the filter accuracy, the feasibility of solving nonlinear model by using the cubic convolution interpolation method is confirmed through simulation experiment.

关键词

卷积插值 / 贝叶斯估计滤波 / 状态估计模型.

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王帅 , 冯晋. 基于三次卷积插值的贝叶斯滤波方法研究. 系统科学与数学, 2015, 35(2): 170-180. https://doi.org/10.12341/jssms12528
WANG Shuai , FENG Jin. BAYESIAN FILTERING  ALGORITHM  BASED ON CUBIC CONVOLUTION INTERPOLATION. Journal of Systems Science and Mathematical Sciences, 2015, 35(2): 170-180 https://doi.org/10.12341/jssms12528
中图分类号: 11J20    05E05   
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