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Differential Evolution Optimized a Second-Order Divided Difference Particle Filter
Joint Authors
Gao, Huotao
Ru, Guobao
Cao, Ting
Sun, Chun-feng
Source
Journal of Electrical and Computer Engineering
Issue
Vol. 2020, Issue 2020 (31 Dec. 2020), pp.1-9, 9 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2020-02-24
Country of Publication
Egypt
No. of Pages
9
Main Subjects
Information Technology and Computer Science
Abstract EN
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.
American Psychological Association (APA)
Cao, Ting& Gao, Huotao& Sun, Chun-feng& Ru, Guobao. 2020. Differential Evolution Optimized a Second-Order Divided Difference Particle Filter. Journal of Electrical and Computer Engineering،Vol. 2020, no. 2020, pp.1-9.
https://search.emarefa.net/detail/BIM-1184033
Modern Language Association (MLA)
Cao, Ting…[et al.]. Differential Evolution Optimized a Second-Order Divided Difference Particle Filter. Journal of Electrical and Computer Engineering No. 2020 (2020), pp.1-9.
https://search.emarefa.net/detail/BIM-1184033
American Medical Association (AMA)
Cao, Ting& Gao, Huotao& Sun, Chun-feng& Ru, Guobao. Differential Evolution Optimized a Second-Order Divided Difference Particle Filter. Journal of Electrical and Computer Engineering. 2020. Vol. 2020, no. 2020, pp.1-9.
https://search.emarefa.net/detail/BIM-1184033
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1184033