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改进的粒子滤波在含“开关”的资料同化中的应用
引用本文:巩向武,郑琴,舒航.改进的粒子滤波在含“开关”的资料同化中的应用[J].江南大学学报(自然科学版),2012,11(3):345-350.
作者姓名:巩向武  郑琴  舒航
作者单位:解放军理工大学理学院,江苏南京,211101
摘    要:针对粒子滤波(PF)应用到含“开关”过程的资料同化时,在采样过程中次优的重要性函数,为了优化采样过程,将粒子群优化算法( PSO)融入PF中(称为PSOPF方法),并将其用于含“开关”过程的资料同化中.为了检验PSOPF的有效性,利用一个含“开关”的偏微分方程作为控制方程,分别从观测算子为线性和非线性、观测误差为高斯型的情形用PF方法和PSOPF方法进行了数值实验.结果显示,在观测误差为高斯噪声时,无论观测算子是线性的还是非线性的,基于PSOPF的同化方法质量明显好于基于PF方法的同化方法.

关 键 词:粒子滤波  粒子群优化  “开关”过程  资料同化

On the Application of Improved Particle Filter to Data Assimilation with Physical" On-Off" Process
GONG Xiang-wu , ZHENG Qin , SHU Hang.On the Application of Improved Particle Filter to Data Assimilation with Physical" On-Off" Process[J].Journal of Southern Yangtze University:Natural Science Edition,2012,11(3):345-350.
Authors:GONG Xiang-wu  ZHENG Qin  SHU Hang
Institution:(School of Sciences,PLA University of Science and Technology,Nanjing 211101,China)
Abstract:When the particle filter(PF) is applied to data assimilation with physical"on-off"process,importance functions adopted are suboptimal during importance sampling processes.In order to reduce the impact of this suboptimality,this study attempted to introduce particle swarm optimizations(PSOs) into PFs.To test the effectiveness of the PSOPF,an idealized model of partial differential equation discontinuous"on-off"switches in the forcing is used in this paper,and numerical experiments are conducted for two cases of linear and nonlinear observation operators,Gaussian observation errors.The assimilation results show that no matter the observation operator is linear or nonlinear,assimilation approaches based on PSOPF in quality is apparently more advantageous than that based on PF.
Keywords:particle filter  particle swarm optimized particle filter  "on-off"process  data assimilation
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