کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
558672 874965 2007 21 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Analysis of selection methods for cost-reference particle filtering with applications to maneuvering target tracking and dynamic optimization
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر پردازش سیگنال
پیش نمایش صفحه اول مقاله
Analysis of selection methods for cost-reference particle filtering with applications to maneuvering target tracking and dynamic optimization
چکیده انگلیسی

Cost-reference particle filtering (CRPF) is a recently proposed sequential Monte Carlo (SMC) methodology aimed at estimating the state of a discrete-time dynamic random system. The estimation task is carried out through the dynamic optimization of a user-defined cost function which is not necessarily tied to the statistics of the signals in the system. In this paper, we first revisit the basics of the CRPF methodology, introducing a generalization of the original algorithm that enables the derivation of some common particle filters within the novel framework, as well as a new and simple convergence analysis. Then, we propose and analyze a particle selection algorithm for CRPF that is suitable for implementation with parallel computing devices and, therefore, circumvents the main drawback of the conventional resampling techniques for particle filters. We illustrate the application of the methodology with two examples. The first one is an instance of one class of problems typically addressed using SMC algorithms, namely the tracking of a maneuvering target using a sensor network. The second example is the application of CRPF to solve a dynamic optimization problem.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Digital Signal Processing - Volume 17, Issue 4, July 2007, Pages 787-807