function [Xo,particle]=particle_filter_u2(particle,y0,B,R,Q,N,k,u_Q,ResampleStrategy) for ii=1:N for jj=1:N Xsetpre(ii,jj) = process_equation(particle(ii,jj),k)+B*(sqrt(u_Q)*randn+gamrnd(1,1))+sqrt(Q)*randn+gamrnd(1,1); % Xsetpre(ii,jj) = process_equation(particle(ii,jj),k)+B*(sqrt(u_Q)*randn)+sqrt(Q)*randn;%采样获得N个粒子 ypart =detection_equation(Xsetpre(ii,jj),k); %预测值 vhat = y0 - ypart; weight(ii,jj)=1/(det(R)^(1/2))*exp(-1/2*vhat'*inv(R)*vhat)+ 1e-99; end %归一化 wsumii = sum(weight(ii,:)); weight_ii=weight(ii,:)./wsumii; Xset_ii=Xsetpre(ii,:); weight_pre=weight; particle_pre=Xsetpre; % 重采样 if ResampleStrategy==1 outIndex = randomR(weight_ii); %随机重采样 elseif ResampleStrategy==2 outIndex = residualR(weight_ii); %残差重采样 elseif ResampleStrategy==3 outIndex = systematicR(weight_ii); %系统重采样 elseif ResampleStrategy==4 outIndex = multinomialR(weight_ii); %多项式重采样 end %U(jj) %x(ii) weight_ii=weight_ii(outIndex); part_ii=Xset_ii(outIndex); particle(ii,:)=part_ii; weight(ii,:)=weight_ii; X_ii(ii)=mean(part_ii); end wsumjj = sum(sum(weight),2); weight_u=weight./wsumjj; weight_jj=(sum(weight_u,2))'; Xset_jj=X_ii; % 重采样 if ResampleStrategy==1 outIndex = randomR(weight_jj); %随机重采样 elseif ResampleStrategy==2 outIndex = residualR(weight_jj); %残差重采样 elseif ResampleStrategy==3 outIndex = systematicR(weight_jj); %系统重采样 elseif ResampleStrategy==4 outIndex = multinomialR(weight_jj); %多项式重采样 end weight_jj=weight_jj(outIndex); part_jj=Xset_jj(outIndex); Xo=mean(part_jj);
时间: 2024-03-30 07:34:05 浏览: 95
可以看出,这是一个粒子滤波算法的实现,用于估计一个系统的状态。其中,输入参数包括粒子数N、观测值y0、过程噪声Q、观测噪声R等。具体实现中,首先利用process_equation函数和随机噪声生成N个粒子;然后根据观测值和粒子状态,计算每个粒子的权重;接着进行归一化和重采样,得到新的一组粒子;最后,再次计算粒子的权重,进行归一化和重采样,得到最终的状态估计值Xo。其中,ResampleStrategy参数指定重采样策略(随机、残差、系统或多项式)。
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这段代码为什么对非高斯噪声滤波效果好于高斯噪声 function [Xo,particle_pre,particle,weight_pre,weight]=particle_filter(particle,y0,B,R,Q,N,k,u_Q,ResampleStrategy) for jj=1:N % Xsetpre(jj) = process_equation(particle(jj),k)+sqrt(Q)*randn+gamrnd(1,1); Xsetpre(jj) = process_equation(particle(jj),k)+sqrt(Q)*randn;%采样获得N个粒子 ypart =detection_equation(Xsetpre(jj),k) ; %每个粒子对应观测值 vhat = y0 - ypart;%与真实观测之间的似然 weight(jj)=1/(det(R)^(1/2))*exp(-1/2*vhat'*inv(R)*vhat)+ 1e-99;%每个粒子的似然即相似度 end %归一化 wsum = sum(weight); weight=weight./wsum; weight_pre=weight; particle_pre=Xsetpre; % 重采样 if ResampleStrategy==1 outIndex = randomR(weight); %随机重采样 elseif ResampleStrategy==2 outIndex = residualR(weight); %残差重采样 elseif ResampleStrategy==3 outIndex = systematicR(weight); %系统重采样 elseif ResampleStrategy==4 outIndex = multinomialR(weight); %多项式重采样 end weight=weight(outIndex); particle=Xsetpre(outIndex); Xo=mean(particle);
这段代码使用了粒子滤波算法,它是一种基于贝叶斯滤波框架的非参数滤波方法,可以处理非高斯噪声和非线性系统。具体来说,粒子滤波通过引入一组随机粒子来描述状态的后验概率密度函数,其中每个粒子对应一个状态值,通过加权平均来估计状态的真实值。相比于传统的高斯滤波方法,粒子滤波不需要假设噪声是高斯分布,因此对非高斯噪声的滤波效果更好。
在这段代码中,每个粒子对应一个状态值,通过加入噪声来采样得到一组初始粒子集合,并计算每个粒子的权重,即似然或相似度。在非高斯噪声的情况下,似然函数不能用高斯分布来描述,因此使用了一个自定义的似然函数来计算相似度。然后对权重进行归一化,使用不同的重采样策略来更新粒子集合,得到下一时刻的粒子集合。最后,通过计算粒子集合的加权平均值来估计状态的真实值。
总之,这段代码通过使用粒子滤波算法来处理非高斯噪声,采用不同的重采样策略来更新粒子集合,从而有效地滤波非高斯噪声,提高了滤波的效果。
这段代码两次重采样分别是对什么 for ii=1:N for jj=1:N Xsetpre(ii,jj) = process_equation(particle(ii,jj),k)+B*(sqrt(u_Q)*randn+gamrnd(1,1))+sqrt(Q)randn+gamrnd(1,1); % Xsetpre(ii,jj) = process_equation(particle(ii,jj),k)+B(sqrt(u_Q)*randn)+sqrt(Q)*randn;%采样获得N个粒子 ypart =detection_equation(Xsetpre(ii,jj),k); %预测值 vhat = y0 - ypart; weight(ii,jj)=1/(det(R)^(1/2))exp(-1/2vhat'*inv(R)*vhat)+ 1e-99; end %归一化 wsumii = sum(weight(ii,:)); weight_ii=weight(ii,:)./wsumii; Xset_ii=Xsetpre(ii,:); weight_pre=weight; particle_pre=Xsetpre; % 重采样 if ResampleStrategy==1 outIndex = randomR(weight_ii); %随机重采样 elseif ResampleStrategy==2 outIndex = residualR(weight_ii); %残差重采样 elseif ResampleStrategy==3 outIndex = systematicR(weight_ii); %系统重采样 elseif ResampleStrategy==4 outIndex = multinomialR(weight_ii); %多项式重采样 end %U(jj) %x(ii) weight_ii=weight_ii(outIndex); part_ii=Xset_ii(outIndex); particle(ii,:)=part_ii; weight(ii,:)=weight_ii; X_ii(ii)=mean(part_ii); end wsumjj = sum(sum(weight),2); weight_u=weight./wsumjj; weight_jj=(sum(weight_u,2))'; Xset_jj=X_ii; % 重采样 if ResampleStrategy==1 outIndex = randomR(weight_jj); %随机重采样 elseif ResampleStrategy==2 outIndex = residualR(weight_jj); %残差重采样 elseif ResampleStrategy==3 outIndex = systematicR(weight_jj); %系统重采样 elseif ResampleStrategy==4 outIndex = multinomialR(weight_jj); %多项式重采样 end weight_jj=weight_jj(outIndex); part_jj=Xset_jj(outIndex); Xo=mean(part_jj)
这段代码进行了两次重采样,第一次重采样是对粒子的行进行重采样,第二次重采样是对粒子的列进行重采样。在第一次重采样后,粒子的行被重新赋予权重并进行重采样,得到新的一组粒子行。在第二次重采样中,利用第一次重采样后得到的粒子行,对粒子的列进行重采样,得到最终的估计状态量。重采样的目的是为了防止粒子的权重过于集中,导致粒子退化现象,从而提高滤波精度。
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