 A rank correlation coefficient based particle filter to estimate parameters in non-linear modelsQingxu Meng and Kaicheng Li International Journal of Distributed Sensor Networks, 2019, vol. 15, issue 4, 1550147719841273 Abstract: Particle filtering algorithm has found an increasingly wide utilization in many fields at present, especially in non-linear and non-Gaussian situations. Because of the particle degeneracy limitation, various resampling methods have been researched. The estimation process of particle filtering algorithm is a series of weighted calculation processes, which can be regarded as weighted data fusion. This article proposed an improved particle filtering algorithm combining with different rank correlation coefficients to overcome the shortcomings of degeneracy. By simulating iteration operation in MATLAB, it discovers that the proposed algorithm provides better accuracy in comparison with particle filtering, Gaussian sum particle filter, and Gaussian mixture sigma-point particle filter in Gaussian mixture noise. A practical seven-dimensional harmonic model is also implemented in the simulation. After comparing the performances of different algorithms, we found that the proposed method had more accuracy than the widely used extended Kalman filtering algorithm. Keywords: Particle filtering; parameter estimation; correlation coefficient; order statistics correlation coefficient; harmonic model (search for similar items in EconPapers) Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:sae:intdis:v:15:y:2019:i:4:p:1550147719841273 Access Statistics for this article More articles in International Journal of Distributed Sensor Networks |
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