Bootstrap filtering algorithm is a recursive Bayesian estimation algorithmSince in this algorithm the probability density function of the state to be estimated is approximated by a series of samples, it can be applied to the circumstance of nonlinear system model and observation model ,even non-Gaussion noise .The bootstrap filter is compared with the Extended Kalman Filter(EKF),the simulation results have shown that the performance of the bootstrap filter is better than that of EKF
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郭春,罗鹏飞.一种新的非线性/非高斯滤波方法[J].国防科技大学学报,2002,24(2):23-26. GUO Chun, LUO Pengfei. Study of a Novel Nonlinear/Non-Gaussion Filtering Algorithm[J]. Journal of National University of Defense Technology,2002,24(2):23-26.