Quadrature Kalman particle fitler

• 作 者: Chunlincl Wu Chongzhao Han
• 机 构: SchoolofElectronicandControlEngineering,SchoolofElectronicandInformationEngineering
• 出 处: 系统工程与电子技术：英文版
• 发表日期: 2010年2期
• 关键词: 卡尔曼滤波 粒子滤波器 正交 非线性滤波算法 密度函数 线性回归方法 计算成本 高斯积分点 particle filter statistical linea
• 基金项目: This work was supported by the National Natural Science Foundation of China （60574033）.

In order to resolve the state estimation problem of nonlinear/non-Gaussian systems,a new kind of quadrature Kalman particle filter(QKPF) is proposed.In this new algorithm,quadrature Kalman filter(QKF) is used for generating the importance density function