scholarly journals Fusion Particle Filter for Nonlinear Systems Based on Segmental Gauss-Hermite Approximation

IEEE Access ◽  
2020 ◽  
Vol 8 ◽  
pp. 151731-151739
Author(s):  
Yun Li
Keyword(s):  
Nonlinear Systems ◽  
Particle Filter ◽  
Hermite Approximation

scholarly journals Weighted Measurement Fusion Particle Filter for Nonlinear Systems with Correlated Noises

Sensors ◽  
2018 ◽  
Vol 18 (10) ◽  
pp. 3242 ◽  
Author(s):  
Ke Wei Zhang ◽  
Gang Hao ◽  
Shu Li Sun
Keyword(s):  
Nonlinear Systems ◽  
Particle Filter ◽  
Series Expansion ◽  
Taylor Series ◽  
Asymptotic Optimality ◽  
Taylor Series Expansion ◽  
Full Rank ◽  
Expansion Method ◽  
Least Square ◽  
Correlated Noises

The multi-sensor information fusion particle filter (PF) has been put forward for nonlinear systems with correlated noises. The proposed algorithm uses the Taylor series expansion method, which makes the nonlinear measurement functions have a linear relationship by the intermediary function. A weighted measurement fusion PF (WMF-PF) was put forward for systems with correlated noises by applying the full rank decomposition and the weighted least square theory. Compared with the augmented optimal centralized fusion particle filter (CF-PF), it could greatly reduce the amount of calculation. Moreover, it showed asymptotic optimality as the Taylor series expansion increased. The simulation examples illustrate the effectiveness and correctness of the proposed algorithm.

A Dual Particle Filter-Based Fault Diagnosis Scheme for Nonlinear Systems

2018 ◽  
Vol 26 (4) ◽  
pp. 1317-1334 ◽  
Author(s):  
Najmeh Daroogheh ◽  
Nader Meskin ◽  
Khashayar Khorasani
Keyword(s):  
Fault Diagnosis ◽  
Nonlinear Systems ◽  
Particle Filter
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