化工学报 ›› 2017, Vol. 68 ›› Issue (4): 1466-1473.DOI: 10.11949/j.issn.0438-1157.20161216

• 过程系统工程 • 上一篇    下一篇

模型有界失配下基于MAP准则的扩展集员粒子滤波方法

宋莎莎, 赵忠盖, 刘飞   

  1. 江南大学轻工过程先进控制教育部重点实验室, 江苏 无锡 214122
  • 收稿日期:2016-08-31 修回日期:2016-12-26 出版日期:2017-04-05 发布日期:2017-04-05
  • 通讯作者: 赵忠盖
  • 基金资助:

    国家自然科学基金项目(61573169)。

MAP-based extended set particle filtering method for boundary-mismatched models

SONG Shasha, ZHAO Zhonggai, LIU Fei   

  1. Key Laboratory of Advanced Control for Light Industry Processes, Ministry of Education, Jiangnan University, Wuxi 214122, Jiangsu, China
  • Received:2016-08-31 Revised:2016-12-26 Online:2017-04-05 Published:2017-04-05
  • Supported by:

    supported by the National Natural Science Foundation of China (61573169).

摘要:

在非线性非高斯系统中,当状态转移模型存在有界失配时,采用粒子滤波往往无法获得理想的状态估计值。考虑有界失配对粒子的约束条件,提出一种基于MAP准则的扩展集员粒子滤波算法(MAP-ESMPF)。该算法采用扩展集员求取真实状态的可信域,并基于MAP密度函数的准则,定义优化方程,从而将可信域外的粒子映射到可信域内,保证了状态估计的精度。在数值仿真和连续搅拌反应釜(CSTR)过程中的仿真应用,验证了该算法的有效性。

关键词: 模型失配, 扩展集员算法, 粒子滤波, MAP准则

Abstract:

When boundary mismatch occurs in state-shifting models for nonlinear and non-Gaussian systems, it is often difficult to obtain accurate state estimates by particle filtering method. Considered constraints of boundary mismatch on particles, an extended set membership particle filtering method (MAP-ESMPF) was proposed on the basis of maximum a posteriori probability criterion. First, a feasible region for real states of particles was determined by extended set membership algorithm. Then, particles outside are projected into the feasible region by an optimization equation developed from the principle of maximum posteriori probability function. As a result, the accuracy of state estimate was ensured. Applications in a numerical simulation and process simulation of continuous stirred tank reactor (CSTR) showed effectiveness of the new method.

Key words: model-mismatch, extended set membership filtering, particle filter, MAP criterion

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