Differential Evolution Optimized a Second-Order Divided Difference Particle Filter
In order to improve the estimation accuracy of particle filter algorithm in a nonlinear system state estimation problem, a new algorithm based on the second-order divided difference filter to generate the proposed distribution and the differential evolution algorithm for resampling is proposed. The...
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| Format: | Article |
| Language: | English |
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Wiley
2020-01-01
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| Series: | Journal of Electrical and Computer Engineering |
| Online Access: | http://dx.doi.org/10.1155/2020/9541624 |
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| _version_ | 1850165663267553280 |
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| author | Ting Cao Huo-tao Gao Chun-feng Sun Guo-bao Ru |
| author_facet | Ting Cao Huo-tao Gao Chun-feng Sun Guo-bao Ru |
| author_sort | Ting Cao |
| collection | DOAJ |
| description | In order to improve the estimation accuracy of particle filter algorithm in a nonlinear system state estimation problem, a new algorithm based on the second-order divided difference filter to generate the proposed distribution and the differential evolution algorithm for resampling is proposed. The second-order divided difference based on Strling’s interpolation formula is used to generate approximations to nonlinear dynamics, which avoids the evaluation of the Jacobian derivative matrix and is easy to implement. Cholesky factorization is used to ensure the positive definiteness of the covariance matrix. The truncated errors of the local linearization are reduced to a certain extent, and the approximation degree of the proposed distribution to the posterior probability of the system state is improved. The differential evolution algorithm is used to replace the traditional resampling algorithm, which effectively mitigates the problem of particle degradation. Monte Carlo simulation experiments show the effectiveness of the new algorithm. |
| format | Article |
| id | doaj-art-ee5b857a43cc45f0ad4dcddec48be462 |
| institution | OA Journals |
| issn | 2090-0147 2090-0155 |
| language | English |
| publishDate | 2020-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Electrical and Computer Engineering |
| spelling | doaj-art-ee5b857a43cc45f0ad4dcddec48be4622025-08-20T02:21:41ZengWileyJournal of Electrical and Computer Engineering2090-01472090-01552020-01-01202010.1155/2020/95416249541624Differential Evolution Optimized a Second-Order Divided Difference Particle FilterTing Cao0Huo-tao Gao1Chun-feng Sun2Guo-bao Ru3Electromagnetic Wave and Modern Radar Lab, School of Electronic Information, Wuhan University, Wuhan 430079, ChinaElectromagnetic Wave and Modern Radar Lab, School of Electronic Information, Wuhan University, Wuhan 430079, ChinaSchool of Physics and Electronic Information Engineering, Hubei Engineering University, Xiaogan 432000, ChinaElectromagnetic Wave and Modern Radar Lab, School of Electronic Information, Wuhan University, Wuhan 430079, ChinaIn order to improve the estimation accuracy of particle filter algorithm in a nonlinear system state estimation problem, a new algorithm based on the second-order divided difference filter to generate the proposed distribution and the differential evolution algorithm for resampling is proposed. The second-order divided difference based on Strling’s interpolation formula is used to generate approximations to nonlinear dynamics, which avoids the evaluation of the Jacobian derivative matrix and is easy to implement. Cholesky factorization is used to ensure the positive definiteness of the covariance matrix. The truncated errors of the local linearization are reduced to a certain extent, and the approximation degree of the proposed distribution to the posterior probability of the system state is improved. The differential evolution algorithm is used to replace the traditional resampling algorithm, which effectively mitigates the problem of particle degradation. Monte Carlo simulation experiments show the effectiveness of the new algorithm.http://dx.doi.org/10.1155/2020/9541624 |
| spellingShingle | Ting Cao Huo-tao Gao Chun-feng Sun Guo-bao Ru Differential Evolution Optimized a Second-Order Divided Difference Particle Filter Journal of Electrical and Computer Engineering |
| title | Differential Evolution Optimized a Second-Order Divided Difference Particle Filter |
| title_full | Differential Evolution Optimized a Second-Order Divided Difference Particle Filter |
| title_fullStr | Differential Evolution Optimized a Second-Order Divided Difference Particle Filter |
| title_full_unstemmed | Differential Evolution Optimized a Second-Order Divided Difference Particle Filter |
| title_short | Differential Evolution Optimized a Second-Order Divided Difference Particle Filter |
| title_sort | differential evolution optimized a second order divided difference particle filter |
| url | http://dx.doi.org/10.1155/2020/9541624 |
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