通过残差轻推实现高效粒子滤波
Efficient particle filtering through residual nudging
摘要：
我们引入了一种辅助技术，称为残余轻推，粒子滤波器，以提高其性能的情况下，它表现不佳。残差轻推的主要思想是监测，并在必要时调整观测空间中状态估计的残差范数，使其不超过预先指定的阈值。我们建议一个规则来选择预先指定的阈值，并相应地构建一个状态估计，以实现这一目标。数值实验表明，引入残余轻推的粒子滤波器可以（实质上）提高其性能，在过滤器的精度和/或稳定性，对发散，特别是当粒子滤波器实现了相对较少数量的粒子。
英文摘要：
We introduce an auxiliary technique, called residual nudging, to the particle filter to enhance its performance in cases that it performs poorly. The main idea of residual nudging is to monitor, and if necessary, adjust the residual norm of a state estimate in the observation space so that it does not exceed a pre-specified threshold. We suggest a rule to choose the pre-specified threshold, and construct a state estimate accordingly to achieve this objective. Numerical experiments suggest that introducing residual nudging to a particle filter may (substantially) improve its performance, in terms of filter accuracy and/or stability against divergence, especially when the particle filter is implemented with a relatively small number of particles.
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