Title :
An adaptive particle filter based on posterior distribution
Author :
Tan, Ping ; Cai, Zixing
Author_Institution :
Sch. of Inf. Sci. & Eng., Central South Univ., Changsha, China
Abstract :
To address the contradiction between efficiency and precision in the particle filter, this paper propose an adaptive particle filter based on posterior distribution, which takes advantage of that the variance of measure is not more than the process variance in the dynamic system. The prior knowledge is used to set the confidence interval of likelihood, and the number of particles is adjusted by the posterior estimation in the confidence interval. The result of experiments shows that the method is not only more efficiently, but also keeps a good performance.
Keywords :
adaptive filters; particle filtering (numerical methods); adaptive particle filter; dynamic system; posterior distribution; posterior estimation; process variance; Atmospheric measurements; Monte Carlo methods; Noise; Particle filters; Particle measurements; State estimation; Adaptive Particle Filter; Confidence Interval; Posterior Distribution;
Conference_Titel :
Intelligent Control and Automation (WCICA), 2010 8th World Congress on
Conference_Location :
Jinan
Print_ISBN :
978-1-4244-6712-9
DOI :
10.1109/WCICA.2010.5554530