共 21 条
- [21] WAND MP, 1995, KERNEL SMOOTHERS
Monte Carlo filters for non-linear state estimation
被引：57
作者：
Bolviken, E
Acklam, PJ
Christophersen, N
Stordal, JM
机构：
[1] Univ Oslo, Dept Math, N-0316 Oslo, Norway
[2] Univ Oslo, Dept Informat, N-0316 Oslo, Norway
[3] Norwegian Def Res Estab, Kjeller, Norway
来源：
关键词：
extended Kalman filter;
Monte Carlo filter;
rejection sampling;
measurement saturation;
D O I：
10.1016/S0005-1098(00)00151-5
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The application of Monte Carlo techniques to Bayesian state estimation is discussed. A simple theory for the Monte Carlo uncertainty is developed showing that the number of Monte Carlo replications does not in principle have to be large. A recursive on-line algorithm based on rejection sampling is given and improved versions suggested. The methods are illustrated on a non-linear pendulum with measurement saturation. (C) 2000 Elsevier Science Ltd. All rights reserved.
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页码：177 / 183
页数：7
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