Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
393185 | Information Sciences | 2013 | 12 Pages |
Abstract
The continuous-discrete version of particle filter (CD-PF) for continuous-discrete nonlinear systems is proposed in this paper. Firstly, the continuous-discrete extended Kalman filter (CD-EKF) and the CD-PF are described in detail, then some comparisons of these two methods are carried out. The simulation results show that the performance of the CD-PF is better than that of the CD-EKF. Then higher order stochastic Runge–Kutta schemes are proposed to improve the stability and precision of the filter. Furthermore, the CD-PF is applied to nonlinear systems with nonGaussian noise. Finally, some simulations are provided to illustrate the effectiveness of the proposed filter.
Keywords
Related Topics
Physical Sciences and Engineering
Computer Science
Artificial Intelligence
Authors
Yuanqing Xia, Zhihong Deng, Li Li, Xiumei Geng,