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Particle Filtering with Multi Proposal Distributions
Neusoft Institute of Information, Northeastern University, P.R.China
Beijing Key Lab of Intelligent Information
Neusoft Institute of Information, Northeastern University, P.R.China
Beijing Key Lab of Intelligent Information
- 1 Neusoft Institute of Information, Northeastern University, P.R.China
- 2 Beijing Key Lab of Intelligent Information
- 3 Neusoft Institute of Information, Northeastern University, P.R.China
- 4 Beijing Key Lab of Intelligent Information
International Journal of Communications, Network and System Sciences·Volume 01 (2008)·Pages 22–28·Published 10 May 2008·DOI10.4236/ijcns.2008.11004
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Abstract
Particle filtering algorithm has been applied to various fields due to its capacity to handle nonlinear/non-Gaussian dynamic problems. One crucial issue in particle filtering is the selection of the proposal distribution that generates the particles. In this paper, we give a novel strategy for selecting proposal distribution. Firstly, divide-conquer strategy is used, in which the particles used are divided into several parts. Afterward, different parts of particles are drawn from different proposal distributions. People can flexibly adjust how many of the particles drawn from specific proposal distributions according to their idiographic requirements. We provide simulation results that show its efficiency and performance.
KeywordsSequential Monte CarloProposal DistributionMultiple Proposal Distributions
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