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State estimation based on Generalized Gaussian distributions

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Języki publikacji
EN
Abstrakty
EN
This paper presents a novel strategy of particle filtering for state estimation based on Generalized Gaussian distributions (GGDs). The proposed strategy is implemented with the Gaussian particle pilter (GPF), which has been proved to be a powerful approach for state estimation of nonlinear systems with high accuracy and low computational cost. In our investigations, the distribution which gives the complete statistical characterization of the given data is obtained by exponent parameter estimation for GGDs, which has been solved by many methods. Based on GGDs, an extension of GPF is proposed and the simulation results show that the extension of GPF has higher estimation accuracy and nearly equal computational cost compared with the GPF which is based on Gaussian distribution assumption.
Rocznik
Strony
65--76
Opis fizyczny
Bibliogr. 16 poz., tab., wykr., wzory
Twórcy
autor
autor
  • University of Electronic Science and Technology of China, School of Automation Engineering, Chengdu, 611731, China, yonglexie@hotmail.com
Bibliografia
  • [1] Simon, J., Jeffrey, U. (1996). A general method for approximation nonlinear transformations of probability distributions, http://www.robots.ox.ac.uk/siju/work/work.html
  • [2] Kalman, E. (1960). A new approach to linear filtering and prediction problems. Transactions of the ASME, Journal of Basic Engineering, 82, 34-45.
  • [3] Djuric, M., Kotecha H., Zhang, J., Huang, Y., Ghirmai, T., Bugallo, F., Miguez, J. (2003). Particle filtering. IEEE Signal Processing Magazine, 20(5), 19-38.
  • [4] Kotecha, H., Djuric, M. (2003). Gaussian particle filtering. IEEE Transactions on Signal Processing, 51(10), 2592-2601.
  • [5] Landau, D., Lifshitz, M. (1980). Statistical physics. Part 1., Paris, Pergamon Press.
  • [6] Anderson, D., Moore, B. (1979). Optimal filtering. Englewood Cliffs, NJ, Prentice-Hall.
  • [7] Aiazzi, B., Alaparone, L., Baronti., S. (1999). Estimation based on entropy matching for generalized Gaussian PDF modelling. IEEE Signal Proc. Lett., 6(6), 138-140.
  • [8] Birney, A., Fisher, R. (1995). On the modelling of DCT and subband image data for compression. IEEE Trans. Image Process., 4(2), 186-193.
  • [9] Do, N., Vetterli, M. (2002). Wavelet-based texture retrieval using generalized Gaussian density and Kullback-Leibler distance. IEEE Trans. Image Process., 11(2), 146-158.
  • [10] Joshi, L., Fisher, R. (1995). Comparison of generalized Gaussian and Laplacian modelling in DCT image coding. IEEE Signal Proc. Lett., 2(5), 81-82.
  • [11] Muller, F. (1993). Distribution shape of two-dimentional DCT coefficients of natural images. Electron. Lett., 29(22), 1935-1936.
  • [12] Kokkinakis, K., Nandi, K. (2005). Exponent parameter estimation for generalized Gaussian probability density functions with application to speech modelling. Signal Processing, 85(2005), 1852-1858.
  • [13] Varanasi, K., Aazhang, B. (1989). Parametric generalized Gaussian density estimation. J. Acoust. Soc. Amer., 86, 1404-1415.
  • [14] Mallat, G. (1989). A theory for multiresolution signal decomposition: the wavelet representation. IEEE Trans. Pattern Anal. Machine Intel., 7(11), 674-693.
  • [15] Arulampalam, S., Maskell, S., Gordon, N., Clapp, T. (2002). A tutorial on particle filters for online nonlinear/nonlinear-Gaussian Bayesian tracking. IEEE Trans. Signal Processing, 50(2), 174-188.
  • [16] Schwartz, S., Smith, J. (2000). Short-term variations and long-term dynamics in commodity prices. Management Science, 46(7), 893-911.
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-article-BSW1-0113-0006
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