《粒子滤波原理及应用》简介
本书主要介绍粒子滤波的基本原理及其在非线性系统中的应用。为方便读者快速掌握粒
子滤波的精髓，本书采用原理介绍+实例应用+MATLAB 程序仿真+中文注释相结合的方式，
向读者介绍滤波的原理和实现过程。本书共 9 章，第 1 章绪论，介绍粒子滤波的发展状况；
第 2 章简略地介绍 MATLAB 算法仿真编程基础，便于零基础的读者学习后续章节介绍的原理；
第 3 章介绍与粒子滤波相关的概率论基础；第 4 章介绍蒙特卡洛的基本原理；第 5 章介绍粒
子滤波的基本原理；第 6 章介绍粒子滤波的改进算法，主要是 EPF 算法和 UPF 算法。第 7
章和第 8 章为粒子滤波在目标跟踪、电池参数估计中的应用；第 9 章为 Simulink 环境下粒子
滤波器的设计。
参考文献引用格式如下：
黄小平,王岩,缪鹏程. 粒子滤波原理及应用[M],电子工业出版社, 2017.4
出版社： 电子工业出版社
ISBN：9787121310461
版次：1
商品编码：12178346
包装：平装
开本：16
开出版时间：2017-04-01
用纸：轻型纸
页数：216
字数：345600
正文语种：中文
目录
第 1 章 绪论································································ ·································································· 1
1.1 粒子滤波的发展历史 ································································································ ············· 1
1.2 粒子滤波的现状及趋势 ································································································ ········· 2
1.3 粒子滤波的特点 ································································································ ····················· 2
1.4 粒子滤波的应用领域 ································································································ ············· 3
1.5 小结 ········································································································································ 7
1.6 参考文献································································································································ · 7
第 2 章 编程基础 ························································································································ 11
2.1 MATLAB 简介 ································································································ ························ 11
2.1.1 MATLAB 发展历史 ································································································ · 11
2.1.2 MATLAB 7.10 的系统简介 ······················································································· 12
2.1.3 M-File 编辑器的使用 ································································ ····························· 14
2.2 数据类型和数组 ································································································ ··················· 15
2.2.1 数据类型概述 ································ ······································································ 16
2.2.2 数组的创建 ································ ·········································································· 17
2.2.3 数组的属性 ································ ·········································································· 18
2.2.4 数组的操作 ································ ·········································································· 19
2.2.5 结构体和元胞数组 ································································ ································ 22
2.3 程序设计······························································································································· 23
2.3.1 条件语句 ································································································ ············· 24
2.3.2 循环语句 ································································································ ············· 25
2.3.3 函数 ································ ···················································································· 26
2.3.4 画图 ································ ···················································································· 28
2.4 常用的数学函数 ································································································ ··················· 30
2.5 编程基础实践 ································································································ ······················· 33
2.6 小结 ······································································································································ 34
第 3 章 概率论与数理统计基础 ································································································ 35
3.1 基本概念······························································································································· 35
3.1.1 随机现象 ································································································ ············· 35
3.1.2 随机试验 ································································································ ············· 35
3.1.3 样本空间 ································································································ ············· 36
3.1.4 随机事件、随机变量 ···························································································· 36
3.2 概率与频率··························································································································· 37
3.2.1 相关定义 ································································································ ············· 37
3.2.2 大数定律 ································································································ ············· 38
3.2.3 中心极限定律 ································ ······································································ 39
3.3 条件概率······························································································································· 39
3.3.1 相关概念 ································································································ ············· 39
3.3.2 全概率公式和贝叶斯公式 ····················································································· 40
3.4 数字特征······························································································································· 41
3.5 几个重要的概率密度函数 ································································································ ··· 44
3.5.1 均匀分布 ································································································ ············· 44
3.5.2 指数分布 ································································································ ············· 47
3.5.3 高斯分布 ································································································ ············· 47
3.5.4 伽马分布 ································································································ ············· 49
3.6 白噪声和有色噪声 ································································································ ··············· 52
3.6.1 白噪声和有色噪声的定义 ····················································································· 52
3.6.2 白噪声和有色噪声的比较 ····················································································· 53
3.7 小结 ······································································································································ 59
第 4 章 蒙特卡洛原理 ················································································································ 60
4.1 蒙特卡洛概述 ································································································ ······················· 60
4.1.1 历史及发展 ································ ·········································································· 60
4.1.2 算法引例 ································································································ ············· 60
4.2 蒙特卡洛方法 ································································································ ······················· 61
4.2.1 主要步骤 ································································································ ············· 61
4.2.2 随机数的产生 ································ ······································································ 62
4.2.3 Monte Carlo 方法的收敛性 ···················································································· 63
4.2.4 Monte Carlo 的应用特征 ························································································ 65
4.3 模拟 ······································································································································ 65
4.3.1 物理模拟 ································································································ ············· 66
4.3.2 计算机模拟 ································ ·········································································· 67
4.4 蒙特卡洛的应用 ································································································ ··················· 76
4.4.1 蒲丰针实验 ································ ·········································································· 76
4.4.2 定积分的计算 ································ ······································································ 78
4.5 小结 ······································································································································ 85
第 5 章 粒子滤波原理 ················································································································ 86
5.1 算法引例······························································································································· 86
5.2 系统建模······························································································································· 87
5.2.1 状态方程和过程噪声 ···························································································· 87
5.2.2 观测方程和测量噪声 ···························································································· 88
5.3 核心思想······························································································································· 89
5.3.1 均值思想 ································································································ ············· 89
5.3.2 权重计算 ································································································ ············· 90
5.4 优胜劣汰······························································································································· 92
5.4.1 随机重采样 ································ ·········································································· 93
5.4.2 多项式重采样 ································ ······································································ 96
