CN107124159A - A kind of implementation method of the particle filter based on adaptive KLD cassette lengths - Google Patents
A kind of implementation method of the particle filter based on adaptive KLD cassette lengths Download PDFInfo
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Abstract
The invention discloses a kind of implementation method of the particle filter based on adaptive KLD cassette lengths, this method is realized by series of steps, the present invention proposes alternately resampling and KLD sampling algorithms, avoid the extra amount of calculation of particle filter, improve the execution efficiency of algorithm, in the case where number of particles is very big, the present invention greatly improves the performance of particle filter.The implementation method of the adaptive KLD cassette lengths of the present invention, can be distributed according to the state of each moment particle, automatically adjust the size of KLD cassette lengths.When particle distribution is wider, KLD cassette lengths can adaptively increase, and prevent that the number of particles that KLD samples is excessive, reduce computation complexity;When particle is densely distributed, KLD cassette lengths can be reduced adaptively, the number of particles of increase KLD samplings, improve estimated accuracy.
Description
Technical field
The present invention relates to particle filter field, more particularly to a kind of particle based on adaptive KLD cassette lengths
The implementation method of wave filter.
Background technology
The estimated accuracy of particle filter is improved with the increase of number of particles, therefore in order to improve estimated accuracy, grain
The substantial amounts of particle of subfilter, and in practice, the high dimension of system mode and complicated posterior density function are with greater need for a large amount of
Particle to carry out, state description and probability distribution are approximate, therefore the calculating and renewal of particle and its weights in a large number make
The complexity for obtaining particle filter is very high.Too high complexity limits the further development and application of particle filter, especially
Be under the higher application environment of some real-times, therefore how to reduce the complexity of particle filter be badly in need of solve pass
Key problem.
In order to reduce the complexity of particle filter, current modified hydrothermal process includes edge wave filter strategy and adaptive
Particle filter is answered, wherein:Rao-Blackwellization technologies are a kind of edge technologies, and it has reduction system side
The characteristic of difference, can improve the performance of particle filter.The general principle of Rao-Blackwellization technologies is:According to being
Unite the particular module of state-space model, integrality spatial decomposition is respectively processed into multiple spaces, for example, by bar
The state space of the linear Gauss model of part is divided into two parts:A part is linear Gauss's, it is possible to use Kalman filtering
To be handled;Another part is non-linear Gauss, it is possible to use particle filter is handled.Kalman filtering processing is linear
During Gauss problem, estimated accuracy is high and speed is fast, while the dimension reduction of the non-linear Gaussian portion after decomposing so that grain
The computation complexity reduction of son filtering, therefore Rao-Blackwellization technologies can reduce the complexity of particle filter.
Adaptive particle filter algorithm can automatically select number of particles, reduce computation complexity, and its guiding theory is to work as
When probability density concentrates on the small range of state space (uncertainty of state distribution is smaller), using a small amount of number of particles,
It is on the contrary then using more number of particles.The key technology of adaptive particle filter is to employ Kullback-Leibler
Distance (KLD) adaptively sampled method.
In existing particle filter algorithm, what the setting of number of particles was usually fixed, in order to ensure estimation essence
Degree, often sets a larger number of particles, however some noise circumstances are preferable or true Posterior probability distribution simultaneously
In the case of not sufficiently complex, the estimated accuracy that substantial amounts of particle is improved is limited, and also creates very high calculating
Complexity.
In existing KLD particle filters device algorithm, particle resampling is first carried out, KLD samplings are then carried out again.By
Can give up some particles in KLD post-samplings, the re-sampling operations for being rejected particle be it is unnecessary, therefore existing KLD particles filter
Ripple device device algorithm contains some redundant operations, adds the computation complexity of algorithm.
In existing KLD particle filters device algorithm, the parameter value of KLD cassette lengths is changeless, is fixed
Parameter value setting can cause the appearance of some two kinds of situations:When particle is densely distributed, the box number that KLD samplings are obtained is inadequate;
Particle is distributed distributing, and the box number that KLD samplings are obtained is excessive.Both of these case can cause respectively estimated accuracy decline and
The increased adverse consequences of computation complexity.
The content of the invention
In order to reduce the complexity of particle filter, the present invention proposes a kind of based on the low of adaptive KLD cassette lengths
The implementation method of complexity KLD particle filters, number of particles is automatically selected according to particle distribution, when probability density collection
In in the small range of state space, using a small amount of number of particles, it is on the contrary then using more number of particles.
To achieve the above object, the present invention is realized according to following technical scheme:
A kind of implementation method of the particle filter based on adaptive KLD cassette lengths, it is characterised in that including as follows
Step:
1) input:Based on KLD criterions, from the judgement formula of the adaptively sampled cut-offs of KLD:
Wherein, nxIt is the adaptively sampled number of particles of KLD, z1-δThe expression upper bound can for 1- δ standardized normal distribution
Reliability, k is KLD box numbers, and ε is less arithmetic number;KLD box number k and ε, z1-δAnd nxValue it is relevant, KLD boxes
Number k and nxε value is approximately directly proportional, wherein, z1-δRepresent confidence level of the upper bound for 1- δ standardized normal distribution;
Input the t-1 moment particle collection beε and δ value is set, number of particles needed for setting is most
Small value is nmin, the particle number at t-1 moment is nt-1;
2) initialize:Before KLD samplings are carried out, particle assembly, sampling number of particles, KLD boxes number and power are defined
It is worth accumulation amount, makes the prediction particle collection of tnt=0, KLD box number k=0, weights accumulation amount α=0, box
Length is b;
3) resampling:To particle collectionResampling is carried out, i-th of particle is produced
4) time updates:According to the probability density function p (x of particlet|xt-1), by the particle at t-1 momentCalculating obtains t
The particle at moment
5) measure and update:By the particle of tBring function intoObtaining particle weights is
6) obtained particle is put into prediction particle to concentrate,
7) weights add upIt is continuously increased a value;
8) box number is calculated:Judged using following if functions, work as particleIt is distributed in a new box
In the range of, box number increase by 1:
If(Fall into one section of empty cassette length b) then k=k+1
End If;
9) number of particles is updated:nt=nt+ 1, one cycle is often done, increases a number of particles;
10) judge:By the number of particles n at current timetWith the smallest particles number n of settingminIt is compared, works as satisfaction
During condition, the number of particles n that KLD samplings need is calculatedx, then judged, current population reaches KLD sampling needs
Number of particles when, jump out circulation, terminate KLD samplings:
If(nt> nmin)then
End If;
If(nt≥nx)then
Jump out circulation
End If;
11) circulate:Circulation performs step 3- steps 10, and the decision condition until meeting step 10 jumps out circulation;
12) weights are normalized:
In above-mentioned technical proposal, the control of the adaptive KLD cassette lengths is realized according to following steps:
1) set the particle collection of initial time asNmaxFor the maximum population of subsequent sampling;
2) initial KLD cassette lengths b is set0, by the b of initial time0Value is arranged to smaller value so that t=1 moment adopts
Like-particles number is N, to obtain large range of particle distributed area, setup parameter ε and δ value;
3) according to the particle collection of tSelect maximum particle xmax(t) with minimum particle xmin
(t);
4) adaptive KLD cassette lengths:
According to formulaObtain the KLD cassette lengths b at t+1 momentadptive(t+1);Its
In, xmax(t) the maximum particle of t, x are representedmin(t) the minimum particle of t is represented, | | xmax(t)-xmin(t) | | represent
xmaxAnd x (t)minThe distance between (t);
5) according to KLD cassette lengths badptive(t+1) KLD samplings are carried out to the particle at t+1 moment.
In above-mentioned technical proposal, the number of particles maximum during particle filter is Nmax, approximately obtain in population
In the case that mesh is most, required maximum box number KmaxFor:kmax≈Nmaxε。
The present invention compared with prior art, has the advantages that:
The present invention proposes alternately resampling and KLD sampling algorithms, and resampling process often produces a particle and just carried out
KLD samples, and then carries out KLD criterion judgements, if being unsatisfactory for stop condition, carries out resampling and the KLD of next particle
Sampling process, if meeting the stop condition of KLD criterions, follow-up particle will be rejected, and will not carry out resampling and KLD
Sampling process, it is to avoid particle filter extra amount of calculation, improves the execution efficiency of algorithm, in number of particles very big feelings
Under condition, the present invention greatly improves the performance of particle filter.
In addition, the implementation method of the adaptive KLD cassette lengths of the present invention, can be according to the state of each moment particle
Distribution, automatically adjusts the size of cassette length.When particle distribution is wider, adaptive KLD cassette lengths increase automatically
Greatly;When particle is densely distributed, it can adaptively reduce cassette length, increase sampling number of particles improves estimated accuracy.
Brief description of the drawings
In order to illustrate more clearly about the embodiment of the present invention or technical scheme of the prior art, below will to embodiment or
The accompanying drawing used required in description of the prior art is briefly described, it should be apparent that, drawings in the following description are only
Some embodiments of the present invention, for those of ordinary skill in the art, on the premise of not paying creative work, also
Other accompanying drawings can be obtained according to these accompanying drawings.
Fig. 1 is the flow chart of the implementation method of the particle filter of the present invention;
Fig. 2 is the number of particles contrast schematic diagram of experimental verification of the present invention.
Embodiment
To make the purpose, technical scheme and advantage of the embodiment of the present invention clearer, below in conjunction with the embodiment of the present invention
In accompanying drawing, the technical scheme in the embodiment of the present invention is clearly and completely described, it is clear that described embodiment is
A part of embodiment of the present invention, rather than whole embodiments.
The criterion of the adaptively sampled methods of KLD is described as:
Assuming that n particle is to sample to obtain from k the effectively discrete distribution of subspace, vector x={ x is made1,
x2..., xkRepresent to sample from every sub-spaces obtained number of particles, vectorial P={ p1, p2..., pkRepresent each effective
The true probability of subspace, then be by the maximal possibility estimation on P that n particle is obtained
Further obtain P likelihood probability statistical value λnFor:
According to above formula, defining K-L distances is:
When number of particles n tends to be infinite, P likelihood probability statistical value λnCentered difference distribution is converged on, i.e.,:
What K-L distances were represented is the difference between real Posterior distrbutionp and maximal possibility estimation.DefinitionRepresent that K-L distances are less than or equal to ε probability (ε is the arithmetic number of a very little), then have:
The confidence level of centered difference distributionIt can be expressed as:
Select suitable n so thatSo as to obtain:
Due to needing to calculate centered difference distribution function, directly calculating n value is cumbersome, is that this can be by
Wilson-Hilferty conversion obtains accurate approximation
Wherein, z1-δRepresent confidence level of the upper bound for 1- δ standardized normal distribution.
The present invention proposes alternately resampling and KLD sampling algorithms, and resampling process often produces a particle and just carried out
KLD samples, and then carries out KLD criterion judgements, if being unsatisfactory for stop condition, carries out resampling and the KLD of next particle
Sampling process, if meeting the stop condition of KLD criterions, follow-up particle will be rejected, and will not carry out resampling and KLD
Sampling process.Compared with existing algorithm, the present invention carries algorithm and avoids the extra amount of calculation of particle filter, improves algorithm
Execution efficiency, in the case where number of particles is very big, such improvement has greatly improved to systematic function.
A kind of implementation method of particle filter based on adaptive KLD cassette lengths of the present invention, including following step
Suddenly:
1) input:Based on KLD criterions, from the judgement formula of the adaptively sampled cut-offs of KLD:
Wherein, nxIt is the adaptively sampled number of particles of KLD, z1-δThe expression upper bound can for 1- δ standardized normal distribution
Reliability, k is KLD box numbers, and ε is less arithmetic number;KLD box number k and ε, z1-δAnd nxValue it is relevant, KLD boxes
Number k and nxε value is approximately directly proportional, wherein, z1-δRepresent confidence level of the upper bound for 1- δ standardized normal distribution;
Input the t-1 moment particle collection beε and δ value is set, number of particles needed for setting is most
Small value is nmin, the particle number at t-1 moment is nt-1;
2) initialize:Before KLD samplings are carried out, particle assembly, sampling number of particles, KLD boxes number and power are defined
It is worth accumulation amount, makes the prediction particle collection of tnt=0, KLD box number k=0, weights accumulation amount α=0, box
Length is b;
3) resampling:To particle collectionResampling is carried out, i-th of particle is produced
4) time updates:According to the probability density function p (x of particlet|xt-1), by the particle at t-1 momentCalculating obtains t
The particle at moment
5) measure and update:By the particle of tBring function intoObtaining particle weights is
6) obtained particle is put into prediction particle to concentrate,
7) weights add upIt is continuously increased a value;
8) box number is calculated:Judged using following if functions, work as particleIt is distributed in a new box
In the range of, box number increase by 1:
Work f (Fall into one section of empty cassette length b) then k=k+1
End If;
9) number of particles is updated:nt=nt+ 1, one cycle is often done, increases a number of particles;
10) judge:By the number of particles n at current timetWith the smallest particles number n of settingminIt is compared, works as satisfaction
During condition, the number of particles n that KLD samplings need is calculatedx, then judged, current population reaches KLD sampling needs
Number of particles when, jump out circulation, terminate KLD samplings:
If(nt> nmin)then
End If;
If(nt≥nx)then
Jump out circulation
End If;
11) circulate:Circulation performs step 3- steps 10, and the decision condition until meeting step 10 jumps out circulation;
12) weights are normalized:
In KLD adaptive particle filter algorithms, the sampling number of particles at each moment is different, in particle point
In the case that cloth is more concentrated, the sampling particle needed for KLD is less, in the case where particle distribution is relatively broad, needed for KLD
Sampling particle it is more.During actual particle filter, the situation of change of state parameter and the distribution situation ratio of particle
It is more complicated.
In the present invention, KLD particle filters realize adaptive KLD boxes using the control method of adaptive KLD cassette lengths
Sub- length, is realized according to following steps:
1) set the particle collection of initial time asNmaxFor the maximum population of subsequent sampling;
2) initial KLD cassette lengths b is set0, by the b of initial time0Value is arranged to smaller value so that t=1 moment adopts
Like-particles number is N, to obtain large range of particle distributed area, setup parameter ε and δ value;
3) according to the particle collection of tSelect maximum particle xmax(t) with minimum particle xmin
(t);
4) adaptive KLD cassette lengths:
According to formulaObtain the KLD cassette lengths b at t+1 momentadptive(t+1);
Wherein, xmax(t) the maximum particle of t, x are representedmin(t) the minimum particle of t is represented, | | xmax(t)-xmin(t) | | table
Show xmaxAnd x (t)minThe distance between (t);
Adaptive KLD cassette lengths badptiveBasic thought be distribution situation according to current time particle, come adaptive
Answer ground that the KLD cassette lengths of subsequent time are set.When | | xmax(t)-xmin(t) | | value it is larger when, illustrate particle now point
Cloth scope is relatively broad, and now KLD cassette lengths are adaptively reduced, and sampling number of particles increases;When | | xmax(t)-xmin
(t) | | value it is smaller when, illustrate that particle distribution now is more concentrated, now KLD cassette lengths adaptively increase,
Number of particles of sampling is reduced.In addition, the adaptive KLD cassette lengths institute maximum box number of the getable limit is kmax, correspondence
Maximum sampling population be Nmax, therefore using adaptive KLD cassette lengths can effectively prevent in existing algorithm due to
Sampling number of particles continues saturation and makes the situation of KLD sampling failures.
5) according to KLD cassette lengths badptive(t+1) KLD samplings are carried out to the particle at t+1 moment.
Number of particles maximum during particle filter is Nmax, approximately obtain in the case where number of particles is most,
Required maximum box number KmaxFor:
kmax≈Nmaxε
The present invention, can be with adjust automatically cassette length in the case where that can not obtain state variable and process noise information
Size, can reduce sampling particle number, will not cause number of particles too small again and influence the estimated accuracy of algorithm.
In order to verify the performance of the present invention, of the invention and existing KLD particle filter algorithms are entered using MATLAB softwares
Row contrast simulation, simulation result is as shown in Figure 2.From fig. 2 it can be seen that in existing fixed cassette length KLD particle filters
In algorithm, as cassette length b=0.5, because cassette length is excessive so that the particle of actual samples only has 100--200;When
During cassette length b=0.1, because cassette length is too small, the population at each moment can reach the upper limit 500 so that KLD is certainly
Adapt to sampling failure.Adaptive cassette length KLD particle filter algorithms proposed by the present invention, can efficiently solve both
Problem:When the setting of initial cassette length is excessive, adaptive cassette length can automatically reduce, to increase sampling population;
When the setting of initial cassette length is too small, adaptive cassette length can automatically increase, to reduce sampling population.
In addition, from fig. 2 it can be seen that due to the change of each moment state variable, when sampling KLD is adaptively sampled,
The population that each moment needs is also change, and is had many times, and the sampling number of particles of subsequent time is less than previous
Moment, therefore alternately resampling and KLD samplings can be effectively prevented from the resampling process of the unwanted particle of subsequent time,
The amount of calculation of algorithm is reduced, complexity is reduced.
Although above with general explanation and specific embodiment, the present invention is described in detail, at this
On the basis of invention, it can be made some modifications or improvements, this will be apparent to those skilled in the art.Therefore,
These modifications or improvements, belong to the scope of protection of present invention without departing from theon the basis of the spirit of the present invention.
Claims (3)
1. a kind of implementation method of the particle filter based on adaptive KLD cassette lengths, it is characterised in that including following step
Suddenly:
1) input:Based on KLD criterions, from the judgement formula of the adaptively sampled cut-offs of KLD:
Wherein, nxIt is the adaptively sampled number of particles of KLD, z1-δRepresent confidence level of the upper bound for 1- δ standardized normal distribution, k
For KLD box numbers, ε is less arithmetic number;KLD box number k and ε, z1-δAnd nxValue it is relevant, KLD box numbers k and nx
ε value is approximately directly proportional, wherein, z1-δRepresent confidence level of the upper bound for 1- δ standardized normal distribution;
Input the t-1 moment particle collection beSet ε and δ value, set required number of particles minimum value as
nmin, the particle number at t-1 moment is nt-1;
2) initialize:Before KLD samplings are carried out, particle assembly is defined, sampling number of particles, KLD boxes number and weights are tired
Dosage, makes the prediction particle collection of tnt=0, KLD box number k=0, weights accumulation amount α=0, cassette length is
b;
3) resampling:To particle collectionResampling is carried out, i-th of particle is produced
4) time updates:According to the probability density function p (x of particlet|xt-1), by the particle at t-1 momentCalculating obtains t
Particle
5) measure and update:By the particle of tBring function intoObtaining particle weights is
6) obtained particle is put into prediction particle to concentrate,
7) weights add upIt is continuously increased a value;
8) box number is calculated:Judged using following if functions, work as particleIt is distributed in a new box scope
It is interior, box number increase by 1:
If(Fall into one section of empty cassette length b) then k=k+1
End If;
9) number of particles is updated:nt=nt+ 1, one cycle is often done, increases a number of particles;
10) judge:By the number of particles n at current timetWith the smallest particles number n of settingminIt is compared, when meeting condition
When, calculate the number of particles n that KLD samplings needx, then judged, current population reaches the particle that KLD samplings need
During number, circulation is jumped out, terminates KLD samplings:
If(nt> nmin)then
End If;
If(nt≥nx)then
Jump out circulation
End If;
11) circulate:Circulation performs step 3- steps 10, and the decision condition until meeting step 10 jumps out circulation;
12) weights are normalized:
2. a kind of implementation method of particle filter based on adaptive KLD cassette lengths according to claim 1, it is special
Levy and be:The control of the adaptive KLD cassette lengths is realized according to following steps:
1) set the particle collection of initial time asNmaxFor the maximum population of subsequent sampling;
2) initial KLD cassette lengths b is set0, by the b of initial time0Value is arranged to smaller value so that the sampling grain at t=1 moment
Subnumber is N, to obtain large range of particle distributed area, setup parameter ε and δ value;
3) according to the particle collection of tSelect maximum particle xmax(t) with minimum particle xmin(t);
4) adaptive KLD cassette lengths:
According to formulaObtain the KLD cassette lengths b at t+1 momentadptive(t+1);Wherein,
xmax(t) the maximum particle of t, x are representedmin(t) the minimum particle of t is represented, | | xmax(t)-xmin(t) | | represent xmax
And x (t)minThe distance between (t);
5) according to KLD cassette lengths badptive(t+1) KLD samplings are carried out to the particle at t+1 moment.
3. a kind of implementation method of adaptive KLD cassette lengths according to claim 1, it is characterised in that:Particle filter
During number of particles maximum be Nmax, approximately obtain in the case where number of particles is most, required maximum box number
Mesh KmaxFor:kmax≈Nmaxε。
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