Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
563478 | Signal Processing | 2005 | 6 Pages |
Abstract
The use of particle filters to solve non-Gaussian, nonlinear estimation problems has attracted the attention of many researchers in recent years. The particle filters require a proposal distribution, and formulation of the proposal distribution is a critical design issue. Here a fast and effective method for generating the proposal distribution is derived on the basis of the extended H∞H∞ filter. The resulting particle filter, called the extended H∞H∞ particle filter, provides performance comparable to that of the unscented Kalman particle filter but with lower computational cost.
Keywords
Related Topics
Physical Sciences and Engineering
Computer Science
Signal Processing
Authors
Kiyoshi Nishiyama,