Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
Online ISSN : 2188-4749
Print ISSN : 2188-4730
第40回ISCIE「確率システム理論と応用」国際シンポジウム(2008年11月, 京都)
History Based Particle Filter for State Estimation of Stochastic Hybrid System
Ishimaru ShinToshiharu HatanakaKatsuji Uosaki
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ジャーナル フリー

2009 年 2009 巻 p. 103-108

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抄録
A history based particle filter is introduced for state estimation of problems of stochastic hybrid systems. A multiple hypothesis approach to particle filters is proposed to estimate system states and modes simultaneously. The hypotheses are composed by possible mode sequences, then particle filters are applied to each hypothesis to test which hypothesis is the most acceptable. A performance of the proposed approach compared with a standard particle filter and the interactive multiple model based particle filter is discussed based on the numerical simulations.
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© 2009 ISCIE Symposium on Stochastic Systems Theory and Its Applications
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