一种高效的非线性滤波技术

在处理非线性滤波问题时，通常采用的是广义卡尔曼滤波（EKF）方法．但在实际应用中，随着系统的非线性程度增加，该方法会出现较大误差或发散的现象．在此介绍了一种更高效的处理非线性滤波问题的方法——序列蒙特卡罗滤波（SMCF），并分析了该方法的理论基础及特点，同时也描述了该算法的具体实现步骤．给出了仿真结果并进行了分析．

A robust nonlinear filtering technology

In dealing with nonlinear filtering problem,the approach usually used is the extented Karman filter(EKF).But in practical application,with increasing nonlinearity of systems,the approach will have greater error rates and dispersing phenomenon.This article gives a more robust method of handling nonlinear filter problem,i.e sequential Monte Carlo filter.The theoretical basis and characteristics of this method are introduced,and the specific steps of this algorithm are described in detail.Finally,the results of the simulation are given and analysed.