アンサンブルカルマンフィルタ，粒子フィルタ，ガウシアン粒子フィルタについて

DOI Web Site Web Site 被引用文献2件 参考文献17件

書誌事項

タイトル別名
  • On Ensemble Kalman Filter, Particle Filter, and Gaussian Particle Filter
  • アンサンブルカルマンフィルタ,リュウシ フィルタ,ガウシアン リュウシ フィルタ ニ ツイテ

この論文をさがす

抄録

<p>In this paper, we clarify theoretical aspects of the representative non-Gaussian filters: the ensemble Kalman filter (EnKF) and the particle filter (PF). We first show that the EnKF is a realization algorithm of the linear optimal filter for nonlinear problems. We also show that under the Gaussian assumption for the predicted state, the EnKF provides a realization algorithm of the Gaussian filter. We next propose the multiple distribution estimation approach which is a novel framework for designing non-Gaussian filters and show that the PFs are special cases. We then propose a new PF algorithm to address the particle impoverishment problem inherent in the standard PF algorithms. We also show that by applying the proposed algorithm, we can improve the filtering accuracy of the Gaussian particle filter. We finally confirm the performance of each filter using two benchmark simulation models.</p>

収録刊行物

被引用文献 (2)*注記

もっと見る

参考文献 (17)*注記

もっと見る

キーワード

詳細情報 詳細情報について

問題の指摘

ページトップへ