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Adaptive weight particle filter for nor-linear noisy signals

机译:非线性噪声信号的自适应权重粒子滤波器

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The particle filtering(PF) does well in denoising the non-linear disturbed signals. Signals with non-Gauss noise can't be done by Kalman filtering (KF),but they could be done by PF. The theory is widely used in the field of chaos signal denoise and target identification. But as the observing time extend, the PF will have problems with sample degeneration weight degeneracy. The paper presents an adaptive weight particle filtering (AWPF) theory which selects the samples using self-adaptive weight method. It makes the fission from samples with high weight value. The approach improves the estimation accuracy without decreasing computing speed.
机译:粒子滤波(PF)在去噪非线性干扰信号方面做得很好。具有非高斯噪声的信号无法通过卡尔曼滤波(KF)来完成,但可以通过PF来完成。该理论被广泛应用于混沌信号降噪和目标识别领域。但是随着观察时间的延长,PF会出现样品变性权重简并化的问题。本文提出了一种自适应加权粒子滤波(AWPF)理论,该理论采用自适应加权方法选择样本。它使样品具有高重量值而发生裂变。该方法在不降低计算速度的情况下提高了估计精度。

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