TY - JOUR
T1 - An improvement on resampling algorithm of particle filters
AU - Fu, Xiaoyan
AU - Jia, Yingmin
PY - 2010/10
Y1 - 2010/10
N2 - In this correspondence, an improvement on resampling algorithm (also called the systematic resampling algorithm) of particle filters is presented. First, the resampling algorithm is analyzed from a new viewpoint and its defects are demonstrated. Then some exquisite work is introduced in order to overcome these defects such as comparing the weights of particles by stages and constructing the new particles based on quasi-Monte Carlo method, from which an exquisite resampling (ER) algorithm is derived. Compared to the resampling algorithm, the proposed algorithm can maintain the diversity of particles thus avoid the sample impoverishment in particle filters, and can obtain the same estimation accuracy through less number of sample particles. These advantages are finally verified by simulations of non-stationary growth model and a re-entry ballistic object tracking.
AB - In this correspondence, an improvement on resampling algorithm (also called the systematic resampling algorithm) of particle filters is presented. First, the resampling algorithm is analyzed from a new viewpoint and its defects are demonstrated. Then some exquisite work is introduced in order to overcome these defects such as comparing the weights of particles by stages and constructing the new particles based on quasi-Monte Carlo method, from which an exquisite resampling (ER) algorithm is derived. Compared to the resampling algorithm, the proposed algorithm can maintain the diversity of particles thus avoid the sample impoverishment in particle filters, and can obtain the same estimation accuracy through less number of sample particles. These advantages are finally verified by simulations of non-stationary growth model and a re-entry ballistic object tracking.
KW - Nonlinear and non-Gaussian systems
KW - particle filters
KW - quasi-Monte Carlo method
KW - resampling
UR - https://www.scopus.com/pages/publications/77956723598
U2 - 10.1109/TSP.2010.2053031
DO - 10.1109/TSP.2010.2053031
M3 - 文章
AN - SCOPUS:77956723598
SN - 1053-587X
VL - 58
SP - 5414
EP - 5420
JO - IEEE Transactions on Signal Processing
JF - IEEE Transactions on Signal Processing
IS - 10
M1 - 5484578
ER -