阈值去噪下的改进粒子滤波算法

针对粒子滤波在非线性系统上具有优越性,但粒子在传播过程中必然受到噪声影响的问题,提出了在阈值去噪下的改进粒子滤波算法.将小波阈值去噪的思想引入到粒子滤波中,即信号先经过小波包分解,再利用适当的阈值保留分解系数较大者并将系数较小者置为0,这样每个粒子结合其历史信息可降低噪声水平,进而改进滤波的状态估计值.蒙特卡罗仿真实验表明,加入阈值去噪的粒子滤波法可以有效降低滤波的均方根误差,提高滤波精度.在所采用的线性及非线性系统中,均方根误差均值分别降低了14%和12%.

Improved Particle Filter Algorithm Based on Threshold De-Noising

Concerning the advantage of particle filter in non-linear systems,and the problem of noise influence during the dissemination process,an improved particle filter algorithm with threshold de-noising is proposed.The idea of wavelet threshold de-noising is introduced into the particle filter,that is,after applying the wavelet packet decomposition on the signal,the coefficients that are greater than a certain threshold are reserved while other coefficients are set to 0.Thus,with the assistance of particle histo...