A Drift Homotopy Implicit Particle Filter Method for Nonlinear Filtering problems
A Drift Homotopy Implicit Particle Filter Method for Nonlinear Filtering problems
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DOI：
10.3934/dcdss.2021097
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发表时间：
2021-06
期刊：
影响因子：
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通讯作者：
Xin Li;F. Bao;K. Gallivan
中科院分区：
文献类型：
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作者：
Xin Li;F. Bao;K. Gallivan
本文提出了一种漂移同伦隐式粒子滤波方法。该方法在求解非线性滤波问题的粒子滤波方法的重构过程中引入了漂移同伦的概念，并引入了隐式粒子滤波方法来提高漂移同伦重构过程的效率.数值实验表明，我们的漂移同伦隐式粒子滤波器的有效性和效率。
In this paper, we develop a drift homotopy implicit particle filter method. The methodology of our approach is to adopt the concept of drift homotopy in the resampling procedure of the particle filter method for solving the nonlinear filtering problem, and we introduce an implicit particle filter method to improve the efficiency of the drift homotopy resampling procedure. Numerical experiments are carried out to demonstrate the effectiveness and efficiency of our drift homotopy implicit particle filter.