Extensible Framework for Rao-Blackwellized Filtering

查看全文 作　　者：Shidan [1]Li;Xin [1]Li;Liguo [1]Sun;Desheng [1]Wang

机构地区：[1]Department of Electronic Engineering,Tsinghua University,Beijing 100084,China

出　　处：《Tsinghua Science and Technology》索引2012年第17卷第3期,共5页

摘　　要：The Rao-Blackwellized Particle Filter (RBPF) is widely used for high dimensional nonlinear systems, often with a linear Gaussian substructure. However, the RBPF is just a specific method in the class of Rao-Blackwellized Filtering (RBF). This paper analyzes the recursive structure of the RBF from a more general perspective. The research starts from a general system model and studies the interconnected relationships between the two subspaces during the iterations. The results illustrate the working mechanisms of the RBF with an extensible framework for easily building Rao-Blackwellized algorithms with common nonlinear filters. Several examples are given to illustrate how to build new filters using this framework. 关键词：粒子过滤器框架非线性滤波器系统系统径向基函数递归结构工作机制 RBF

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Extensible Framework for Rao-Blackwellized Filtering

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