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为了解决粒子退化问题,提出一种基于施蒂费尔流形和线性优化重采样的粒子滤波算法.将系统模型置于施蒂费尔流形之上,采用朗之万分布描述过程转移概率分布,用矩阵正态分布表示似然函数分布,从而得到一种较为通用的重要性概率密度函数选择方法;同时,将重采样中抛弃的粒子与复制的粒子按照一定的线性组合方式产生新粒子.仿真结果表明,该算法具有较高的滤波效率、滤波精度和较强的滤波鲁棒性.
In order to solve the problem of particle degeneration, a particle filter algorithm based on Stiefel manifold and linear optimization resampling is proposed. The system model is put on the Stiefel manifold and the distribution of process transition probability , The normal distribution of the matrix is used to represent the distribution of the likelihood function, so that a more general selection method of the importance probability density function is obtained. At the same time, new particles are produced by a linear combination of the rejected particles and the replicated particles in the resample. Simulation results show that the proposed algorithm has high filtering efficiency, filtering accuracy and strong filtering robustness.