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首页> 外文会议>Computer Science and Software Engineering, CSSE 2008, 2008 International Conference on >A New Nonlinear Filter Algorithm Based on QMC Quadrature
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A New Nonlinear Filter Algorithm Based on QMC Quadrature

机译：基于QMC正交的非线性滤波新算法。

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摘要

In order to avoid the possible gaps and clusters that arise from random sampling in Monte Carlo (MC) methods, and improve the sampling efficiency and calculation accuracy, the Quasi-Monte Carlo (QMC) methods are to be applied to replace it. The idea in QMC is to use more regularly distributed and deterministic points for sampling an integrand. We propose a new nonlinear filter by applying the QMC sampling methods to the particle filter algorithm. Given certain proposal distributions, a simulation example is presented. The results show that the nonlinear filter based on the QMC methods performs more efficient than that based on the MC methods. The performance provides some references for the real-time application of particle filter in nonlinear / non-Gaussian systems.
机译：为了避免在蒙特卡洛（MC）方法中因随机采样而产生的间隙和簇，并提高采样效率和计算精度，将使用准蒙特卡洛（QMC）方法来代替它。 QMC的想法是使用更规则地分布和确定性的点对被积物进行采样。通过将QMC采样方法应用于粒子滤波算法，我们提出了一种新的非线性滤波器。给定某些提案分配，给出了一个仿真示例。结果表明，基于QMC方法的非线性滤波器比基于MC方法的非线性滤波器具有更高的效率。该性能为粒子滤波器在非线性/非高斯系统中的实时应用提供了参考。

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