Combined Estimation Method of Parameter and State for Nonlinear SystemsBased on Particle Filter

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Combined Estimation Method of Parameter and State for Nonlinear SystemsBased on Particle Filter

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[1]WANG Zhongyong,FENG Weina.Combined Estimation Method of Parameter and State for Nonlinear SystemsBased on Particle Filter[J].Journal of Zhengzhou University (Engineering Science),2010,31(02):96-.

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Journal of Zhengzhou University (Engineering Science)[ISSN 1671-6833/CN 41-1339/T] Volume: 31 Number of periods: 2010 No.02 Page number: 96- Column: Public date: 2010-02-02

Title:: Combined Estimation Method of Parameter and State for Nonlinear SystemsBased on Particle Filter

Author(s):: WANG Zhongyong; FENG Weina; School of Information Engineering，Zhengzhou University，Zhengzhou 450001，China

Keywords:: article filtering; nonlinear system; kernel smoothing contraction; beta distribution

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Abstract:: A new combined estimation method of parameter and state for nonlinear systems based on particlefilter is proposed．The algorithm uses particle filter methods，combined with the kernel smoothing contractionmethod，replaces the traditional use of the Gaussian distribution with the standard beta distribution to fit theposteriori distribution of the unknown parameter of the system，in order to achieve the iteration of the parame—ter estimation of the nonlinear system．Simulation experiment results show that the algorithm improves the esti-mation accuracy of the the state and the unknown parameter，and the convergence of the estimation has alsobeen significantly improved．

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