CN109492769A - A kind of particle filter method, system and computer readable storage medium - Google Patents
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Abstract
本发明公开了一种粒子滤波方法,用于目标跟踪,解决了现有技术中对目标的跟踪效果具有较大误差的技术问题,其包括:初始化时刻表,并设定T‑S模糊模型的数量;从先验概率中抽取粒子状态,得出T‑S模糊模型的前件参数及后件参数;对T‑S模糊模型的后件参数进行辨识;对T‑S模糊模型的前件参数进行辨识,计算T‑S模糊模型的权值;将每个T‑S模糊模型的状态进行融合,更新模型权值;对粒子进行采样;计算及标准化粒子权值;对粒子进行重采样,计算及标准化重采样的粒子权值;根据辨识后的后件参数、辨识后的前件参数、模型权值及重采样的粒子权值计算粒子状态及协方差估计结果;输出时刻表内非零时刻的粒子状态及协方差估计结果,从而能够对目标进行精确跟踪。
The invention discloses a particle filtering method, which is used for target tracking, and solves the technical problem that the tracking effect of the target has a large error in the prior art. number; extract the particle state from the prior probability, and obtain the antecedent parameters and consequent parameters of the T-S fuzzy model; identify the consequent parameters of the T-S fuzzy model; identify the antecedent parameters of the T-S fuzzy model Identify and calculate the weights of the T-S fuzzy models; fuse the states of each T-S fuzzy model to update the model weights; sample the particles; calculate and standardize the particle weights; resample the particles and calculate and standardized resampled particle weights; calculate particle state and covariance estimation results according to the identified consequent parameters, identified antecedent parameters, model weights and resampled particle weights; output non-zero time in the schedule The particle state and covariance estimation results are obtained, so that the target can be accurately tracked.
Description
技术领域technical field
本发明涉及目标跟踪技术领域,尤其涉及一种粒子滤波方法、系统和计算 机可读存储介质。The present invention relates to the technical field of target tracking, and in particular, to a particle filtering method, system and computer-readable storage medium.
背景技术Background technique
T-S(全称为Takagi–Sugeno)模型是Takagi和Sugeno提出的一种模糊 推理模型,它能够以简单的方式引入能够关键性决定运动模型的模糊语义信息, 并且这个模型可以逼近任意形状的非线性系统。The T-S (full name is Takagi–Sugeno) model is a fuzzy inference model proposed by Takagi and Sugeno. It can introduce fuzzy semantic information that can critically determine the motion model in a simple way, and this model can approximate any shape nonlinear system. .
目标跟踪是在前一时刻的估计状态和当前时刻有效观测的基础上,对目标 未来的运动状态进行估计,从而得到目标的运动轨迹;为了得到目标运动轨迹 的状态信息,比如目标的位置,速度和加速度,大部分学者采用比较受欢迎的 卡尔曼滤波算法,但是该算法在目标机动时,跟踪效果有许多不确定性。Target tracking is to estimate the future motion state of the target on the basis of the estimated state of the previous moment and the effective observation at the current moment, so as to obtain the motion trajectory of the target; in order to obtain the state information of the target motion trajectory, such as the position and speed of the target And acceleration, most scholars use the popular Kalman filter algorithm, but this algorithm has many uncertainties in the tracking effect when the target is maneuvering.
目前,多模型算法主要用于解决不确定性建模问题,在此类方法中,模型 切换机制的交互多模型算法较为优越;然而,采用模型切换机制使该算法易在 模型切换时刻造成较大的估计误差,使跟踪效果存在较大的误差。At present, the multi-model algorithm is mainly used to solve the uncertainty modeling problem. Among such methods, the interactive multi-model algorithm of the model switching mechanism is superior; however, the use of the model switching mechanism makes the algorithm easy to cause large problems at the time of model switching. The estimation error of , so that there is a large error in the tracking effect.
发明内容SUMMARY OF THE INVENTION
本发明的主要目的在于提供一种粒子滤波方法、系统和计算机可读存储介 质,旨在解决现有技术中对目标的跟踪效果具有较大误差的技术问题。The main purpose of the present invention is to provide a particle filtering method, a system and a computer-readable storage medium, aiming at solving the technical problem that the tracking effect of the target has a large error in the prior art.
为实现上述目的,本发明第一方面提供一种基粒子滤波方法,包括:初始 化时刻表,并设定T-S模糊模型的数量;从先验概率中抽取粒子状态,根据抽 取的所述粒子状态得出所述T-S模糊模型的前件参数及后件参数;对T-S模糊 模型的后件参数进行辨识;观测并计算每个T-S模糊模型的模糊隶属度;对T-S 模糊模型的前件参数进行辨识,并根据所述模糊隶属度计算T-S模糊模型的模 型权值;将每个T-S模糊模型的状态进行融合,并更新所述模型权值;对粒子 进行采样;计算及标准化粒子权值;对粒子进行重采样,并计算及标准化重采 样的粒子权值;根据辨识后的所述后件参数、辨识后的所述前件参数、所述模 型权值及重采样的所述粒子权值计算粒子状态及协方差估计结果;输出时刻表 内非零时刻的粒子状态及协方差估计结果。In order to achieve the above object, a first aspect of the present invention provides a basic particle filtering method, including: initializing a timetable, and setting the number of T-S fuzzy models; Obtain the antecedent parameters and consequent parameters of the T-S fuzzy model; identify the consequent parameters of the T-S fuzzy model; observe and calculate the fuzzy membership degree of each T-S fuzzy model; identify the antecedent parameters of the T-S fuzzy model, Calculate the model weights of the T-S fuzzy model according to the fuzzy membership; fuse the states of each T-S fuzzy model, and update the model weights; sample the particles; calculate and standardize the particle weights; Resampling, and calculating and normalizing the resampled particle weights; calculating the particle state according to the identified consequent parameters, the identified antecedent parameters, the model weights, and the resampled particle weights and covariance estimation results; output the particle states and covariance estimation results at non-zero moments in the schedule.
进一步地,所述对T-S模糊模型的后件参数进行辨识包括:对每条T-S模 糊规则,构建卡尔曼滤波方程;根据所述卡尔曼方程对后件参数进行辨识。Further, identifying the consequent parameters of the T-S fuzzy model includes: constructing a Kalman filter equation for each T-S fuzzy rule; identifying the consequent parameters according to the Kalman equation.
进一步地,所述观测并计算每个T-S模糊模型的模糊隶属度包括:根据相 关熵标准辨别T-S模糊语义模型估计结果与测量矩阵之间的相似度函数;根据 相关熵标准定义模糊C回归聚类算法的目标函数;最大化相关熵标准,并结合 约束条件,优化所述目标函数;根据目标函数对各个粒子相对应的权重求偏导, 得出T-S模糊模型与数据之间的隶属度表达式;将隶属度矩阵经过所述相似度 函数计算后,应用到优化后的所述目标函数内。Further, the observation and calculation of the fuzzy membership degree of each T-S fuzzy model include: identifying the similarity function between the T-S fuzzy semantic model estimation result and the measurement matrix according to the relevant entropy standard; defining the fuzzy C regression clustering according to the relevant entropy standard The objective function of the algorithm; maximize the relevant entropy standard, and combine the constraints to optimize the objective function; according to the objective function, obtain the partial derivative of the corresponding weight of each particle, and obtain the membership expression between the T-S fuzzy model and the data ; Apply the membership matrix to the optimized objective function after the similarity function is calculated.
进一步地,所述对T-S模糊模型的前件参数进行辨识包括:将前件参数的 模糊隶属函数设定为高斯型函数;计算所述高斯型函数的前件参数隶属函数的 均值及均方根误差;得出T-S模糊语义模型的状态和协方差估计的函数。Further, identifying the antecedent parameters of the T-S fuzzy model includes: setting the fuzzy membership function of the antecedent parameters as a Gaussian function; calculating the mean value and the root mean square of the antecedent parameter membership function of the Gaussian function. Error; a function to derive the state and covariance estimates of the T-S fuzzy semantic model.
进一步地,所述根据所述模糊隶属度计算T-S模糊模型的模型权值包括: 定义目标在时刻表内的非零时刻的状态,并定义所述非零时刻目标的至少两个 目标特征组成的向量;定义模糊隶属度函数,表示所述向量对所述状态的决定 程度;定义后验概率分布及在前一时刻粒子的状态和权值;在所述前一时刻存 在的粒子集合的基础上融合所述后验概率分布中抽取的粒子,获得样本集合; 根据样本集合计算T-S模糊模型的权值。Further, calculating the model weights of the T-S fuzzy model according to the fuzzy membership degree includes: defining the state of the target at a non-zero time in the timetable, and defining the at least two target features of the non-zero time target consisting of: vector; define the fuzzy membership function, indicating the degree of determination of the vector on the state; define the posterior probability distribution and the state and weight of the particle at the previous moment; on the basis of the particle set existing at the previous moment Fusing the particles extracted from the posterior probability distribution to obtain a sample set; and calculating the weights of the T-S fuzzy model according to the sample set.
进一步地,所述定义后验概率分布包括:根据已知的非线性函数建立粒子 在时刻表内的时刻时的状态函数,并建立粒子在时刻表内的时刻时的测量矩阵 函数;根据已知的概率密度初始值预测所述矩阵函数的测量值;根据所述测量 值及贝叶斯公式更新先验值,得到后验概率密度分布。Further, the defining a posteriori probability distribution includes: establishing the state function of the particle at the moment in the timetable according to the known nonlinear function, and establishing the measurement matrix function of the particle at the moment in the timetable; according to the known non-linear function The initial value of the probability density of , predicts the measured value of the matrix function; the prior value is updated according to the measured value and the Bayesian formula, and the posterior probability density distribution is obtained.
进一步地,所述计算及标准化粒子权值包括:根据所述T-S模糊语义模型 的状态和协方差估计的函数构建粒子滤波的重要性密度函数更新粒子;根据所 述密度函数及权值更新公式计算及标准化粒子权值。Further, the calculation and standardization of particle weights include: constructing the importance density function update particles of particle filtering according to the state of the T-S fuzzy semantic model and the function of covariance estimation; calculating according to the density function and the weight update formula. and normalized particle weights.
本发明第二方面提供一种目标跟踪系统,包括上述的任意一项粒子滤波方 法。A second aspect of the present invention provides a target tracking system, including any one of the above particle filtering methods.
本发明第三方面提供一种电子装置,包括:存储器、处理器及存储在所述 存储器上并可在所述处理器上运行的计算机程序,其特征在于,所述处理器执 行所述计算机程序时,实现上述任意一项粒子滤波方法。A third aspect of the present invention provides an electronic device, comprising: a memory, a processor, and a computer program stored on the memory and executable on the processor, wherein the processor executes the computer program , implement any of the above particle filtering methods.
本发明第四方面提供一种计算机可读存储介质,其上存储有计算机程序, 所述计算机程序被处理器执行时,实现上述任意一项粒子滤波方法。A fourth aspect of the present invention provides a computer-readable storage medium on which a computer program is stored, and when the computer program is executed by a processor, implements any one of the above particle filtering methods.
本发明提供一种粒子滤波方法,有益效果在于:通过计算观测每个T-S模 糊模型的模糊隶属度,并将每个T-S模糊模型的进行状态融合,能够用多个语 义模糊集对目标特征信息进行模糊表示,构建一个通用的T-S模糊模型语义框 架,从而在粒子滤波中引入空间特征信息,实现对粒子的准确采样,从而在被 跟踪目标突然发生方向改变或目标的动态先验信息不精确等复杂情况时,能够 有效地对目标进行精确跟踪。The present invention provides a particle filtering method, which has the beneficial effects that: by calculating and observing the fuzzy membership degree of each T-S fuzzy model, and merging the progress state of each T-S fuzzy model, the target feature information can be processed by multiple semantic fuzzy sets. Fuzzy representation, to build a general T-S fuzzy model semantic framework, so as to introduce spatial feature information into particle filtering to achieve accurate sampling of particles, so that when the tracked target suddenly changes direction or the dynamic prior information of the target is inaccurate and other complex The target can be accurately tracked effectively.
附图说明Description of drawings
为了更清楚地说明本发明实施例或现有技术中的技术方案,下面将对实施 例或现有技术描述中所需要使用的附图作简单地介绍,显而易见地,下面描述 中的附图仅仅是本发明的一些实施例,对于本领域技术人员来讲,在不付出创 造性劳动的前提下,还可以根据这些附图获得其他的附图。In order to explain the embodiments of the present invention or the technical solutions in the prior art more clearly, the following briefly introduces the accompanying drawings that need to be used in the description of the embodiments or the prior art. Obviously, the accompanying drawings in the following description are only These are some embodiments of the present invention. For those skilled in the art, other drawings can also be obtained according to these drawings without creative efforts.
图1为本发明实施例粒子滤波方法的流程示意框图;FIG. 1 is a schematic block diagram of a process flow of a particle filtering method according to an embodiment of the present invention;
图2为本发明实施例电子装置的结构示意框图。FIG. 2 is a schematic block diagram of the structure of an electronic device according to an embodiment of the present invention.
具体实施方式Detailed ways
为使得本发明的发明目的、特征、优点能够更加的明显和易懂,下面将结 合本发明实施例中的附图,对本发明实施例中的技术方案进行清楚、完整地描 述,显然,所描述的实施例仅仅是本发明一部分实施例,而非全部实施例。基 于本发明中的实施例,本领域技术人员在没有做出创造性劳动前提下所获得的 所有其他实施例,都属于本发明保护的范围。In order to make the purpose, features and advantages of the present invention more obvious and understandable, the technical solutions in the embodiments of the present invention will be clearly and completely described below with reference to the accompanying drawings in the embodiments of the present invention. The embodiments described above are only a part of the embodiments of the present invention, but not all of the embodiments. Based on the embodiments of the present invention, all other embodiments obtained by those skilled in the art without creative efforts shall fall within the protection scope of the present invention.
请参阅图1,为一种粒子滤波方法,包括:S1,初始化时刻表,并设定T-S 模糊模型的数量;S2,从先验概率中抽取粒子状态,根据抽取的粒子状态得出 T-S模糊模型的前件参数及后件参数;S3,对T-S模糊模型的后件参数进行辨 识;S4,对T-S模糊模型的前件参数进行辨识,并计算T-S模糊模型的模型权 值;S5,将每个T-S模糊模型的状态进行融合,并更新模型权值;S6,对粒子 进行采样;S7,计算及标准化粒子权值;S8,对粒子进行重采样,并计算及标 准化重采样的粒子权值;S9,根据辨识后的后件参数、辨识后的前件参数、模 型权值及重采样的粒子权值计算粒子状态及协方差估计结果;S10,输出时刻表 内非零时刻的粒子状态及协方差估计结果。Please refer to Figure 1, which is a particle filtering method, including: S1, initializing the timetable, and setting the number of T-S fuzzy models; S2, extracting particle states from the prior probability, and obtaining T-S fuzzy models according to the extracted particle states S3, identify the consequent parameters of the T-S fuzzy model; S4, identify the antecedent parameters of the T-S fuzzy model, and calculate the model weights of the T-S fuzzy model; S5, identify each The state of the T-S fuzzy model is fused, and the model weights are updated; S6, the particles are sampled; S7, the particle weights are calculated and normalized; S8, the particles are resampled, and the resampled particle weights are calculated and normalized; S9 , calculate the particle state and covariance estimation results according to the identified consequent parameters, the identified antecedent parameters, the model weights and the resampled particle weights; S10, output the particle state and covariance of the non-zero time in the timetable estimated results.
对T-S模糊模型的后件参数进行辨识包括:对每条T-S模糊规则,构建卡 尔曼滤波方程;根据卡尔曼方程对后件参数进行辨识。Identifying the consequent parameters of the T-S fuzzy model includes: constructing a Kalman filter equation for each T-S fuzzy rule; identifying the consequent parameters according to the Kalman equation.
T-S模糊模型可以利用多个线性系统来表示任意精度的非线性系统,对于 加入目标特征信息的T-S模糊模型,每条线性模型规则定义如公式1,公式1 表示如下:The T-S fuzzy model can use multiple linear systems to represent the nonlinear system of arbitrary precision. For the T-S fuzzy model with the target feature information added, each linear model rule is defined as formula 1, and formula 1 is expressed as follows:
其中,表示k时刻目标的g个特征,表示第g个目标特征的模糊 隶属度函数,为k时刻第i个模型的目标状态方程,为k时刻第i个模型的 观测方程,分别为第i个模型过程噪声和观测噪声,为k时刻第i个模 型的状态估计结果。in, represents the g features of the target at time k, represents the fuzzy membership function of the g-th target feature, is the target state equation of the ith model at time k, is the observation equation of the ith model at time k, are the ith model process noise and observation noise, respectively, is the state estimation result of the ith model at time k.
在T-S模糊模型建模当中,对于后件参数的辨识,在本实施例中,使用卡 尔曼滤波来实现后件参数的辨识,在其他实施例中,也可使用最小二乘或加权 最小二乘方法,对于每条T-S模糊规则,卡尔曼滤波方程如下的公式2至公式 6,公式2至公式6表示如下:In the modeling of the T-S fuzzy model, for the identification of the consequent parameters, in this embodiment, Kalman filtering is used to realize the identification of the consequent parameters. In other embodiments, the least squares or the weighted least squares can also be used method, for each T-S fuzzy rule, the Kalman filter equation is as follows from formula 2 to formula 6, and formula 2 to formula 6 are expressed as follows:
公式2: Formula 2:
公式3: Formula 3:
公式4: Formula 4:
公式5: Formula 5:
公式6: Formula 6:
对T-S模糊模型的前件参数进行辨识包括:观测并计算每个T-S模糊模型 的模糊隶属度;将前件参数的模糊隶属函数设定为高斯型函数;计算高斯型函 数的前件参数隶属函数的均值及均方根误差;得出T-S模糊语义模型的状态和 协方差估计的函数。Identifying the antecedent parameters of the T-S fuzzy model includes: observing and calculating the fuzzy membership degree of each T-S fuzzy model; setting the fuzzy membership function of the antecedent parameters as a Gaussian function; calculating the antecedent parameter membership function of the Gaussian function The mean and root mean square error of ; derive the function of the state and covariance estimates of the T-S fuzzy semantic model.
为了实现对前件参数的自适应辨识,前件参数的模糊隶属度函数定义为高 斯函数如公式7,公式7表示如下:In order to realize the self-adaptive identification of the antecedent parameters, the fuzzy membership function of the antecedent parameters is defined as a Gaussian function such as formula 7, which is expressed as follows:
其中,是高斯模型前件参数隶属函数的均值,为均方根误差,则可 得到公式8,公式8表示如下:in, is the mean of the membership functions of the antecedent parameters of the Gaussian model, is the root mean square error, then Equation 8 can be obtained, and Equation 8 is expressed as follows:
最后基于T-S模糊语义模型的状态和协方差估计公式9及公式10,公式9 及公式10表示如下:公式9:Finally, based on the state and covariance estimation formula 9 and formula 10 of the T-S fuzzy semantic model, formula 9 and formula 10 are expressed as follows: formula 9:
公式10:Formula 10:
其中,表示k时刻第i条线性模型规则卡尔曼滤波后的状态。in, Represents the state of the ith linear model rule Kalman filtering at time k.
观测并计算每个T-S模糊模型的模糊隶属度包括:根据相关熵标准辨别T-S 模糊语义模型估计结果与测量矩阵之间的相似度函数;根据相关熵标准定义模 糊C回归聚类算法的目标函数;最大化相关熵标准,并结合约束条件,优化目 标函数;根据目标函数对各个粒子相对应的权重求偏导,得出T-S模糊模型与 数据之间的隶属度表达式;将隶属度矩阵经过相似度函数计算后,应用到优化 后的目标函数内。Observing and calculating the fuzzy membership degree of each T-S fuzzy model includes: identifying the similarity function between the T-S fuzzy semantic model estimation result and the measurement matrix according to the relevant entropy standard; defining the objective function of the fuzzy C regression clustering algorithm according to the relevant entropy standard; Maximize the relevant entropy standard, and combine the constraints to optimize the objective function; according to the objective function, the partial derivative of the corresponding weight of each particle is obtained, and the membership degree expression between the T-S fuzzy model and the data is obtained; the membership degree matrix is similar to After the degree function is calculated, it is applied to the optimized objective function.
计算T-S模糊模型的模型权值包括:定义目标在时刻表内的非零时刻的状 态,并定义非零时刻目标的至少两个目标特征组成的向量;定义模糊隶属度函 数,表示向量对状态的决定程度;定义后验概率分布及在前一时刻粒子的状态 和权值;在前一时刻存在的粒子集合的基础上融合后验概率分布中抽取的粒子, 获得样本集合;根据样本集合计算T-S模糊模型的权值。Calculating the model weights of the T-S fuzzy model includes: defining the state of the target at a non-zero time in the timetable, and defining a vector composed of at least two target features of the target at the non-zero time; defining a fuzzy membership function, which represents the relationship between the vector and the state. Determine the degree; define the posterior probability distribution and the state and weight of the particles at the previous moment; fuse the particles extracted from the posterior probability distribution on the basis of the particle set existing at the previous moment to obtain a sample set; calculate T-S according to the sample set The weights of the fuzzy model.
设定是一个观测集,是一个预测观测集,zk,l表示lth观 测,同时表示k时刻基于模糊规则ith的预测观测,模糊C-回归聚类算法的目 标函数如公式11,公式11如下:set up is an observation set, is a predicted observation set, z k,l represents the l th observation, while Represents the predicted observation based on the fuzzy rule i th at time k. The objective function of the fuzzy C-regression clustering algorithm is as shown in Equation 11. Equation 11 is as follows:
其中m是权重指数,一般情况下为m=2,表示模糊规则lth的观测与输 出之间的度量函数,隶属度函数满足公式12,公式12如下:where m is the weight index, generally m=2, represents the metric function between the observation and the output of the fuzzy rule l th , the membership function satisfies Equation 12, and Equation 12 is as follows:
同时,为了判别T-S模糊语义模型估计结果与观测zk,l之间的相似度,引入 相关熵标准如公式13,公式13表示如下:At the same time, in order to judge the similarity between the estimation result of the TS fuzzy semantic model and the observation z k,l , the relevant entropy criterion is introduced, such as formula 13, which is expressed as follows:
其中,是高斯核函数,是ith观测与ith规则在k时刻的模糊隶 属度,为了最大化相关熵标准公式11,结合公式10的约束条件,目标函数则 定义为公式14,公式14表示如下:in, is the Gaussian kernel function, is the fuzzy membership degree of the i th observation and the i th rule at time k. In order to maximize the correlation entropy standard formula 11, combined with the constraints of formula 10, the objective function is defined as formula 14, and formula 14 is expressed as follows:
其中β,λk为拉格朗日乘子向量,(Dik)2为距离测量函数,则可以得出公式15 及公式16,公式15表示如下:where β,λ k are the Lagrange multiplier vectors, and (D ik ) 2 is the distance measurement function, then formula 15 and formula 16 can be obtained, and formula 15 is expressed as follows:
公式16表示如下:Equation 16 is expressed as follows:
其中,为给定目标状态的观测zk,l似然函数。是由公式2得到 的新息协方差矩阵;根据目标函数对求偏导,得到隶属度更新表达公式 17,公式17表示如下:in, for a given target state The observed z k,l likelihood function. is the innovation covariance matrix obtained by Equation 2; according to the objective function Find the partial derivative to get the degree of membership Update expression Equation 17, Equation 17 is expressed as follows:
因此,对ith模糊规则在时间k上的模糊隶属度进行如公式18的计算,公式 18表示如下:Therefore, the fuzzy membership degree of the i th fuzzy rule at time k is calculated as in Equation 18, and Equation 18 is expressed as follows:
当隶属度矩阵U由公式16计算后,即可用到T-S模糊模型的前件参数识 别的公式19中,公式19表示如下:After the membership matrix U is calculated by Equation 16, it can be used in Equation 19 for the identification of the antecedent parameters of the T-S fuzzy model, and Equation 19 is expressed as follows:
定义后验概率分布包括:根据已知的非线性函数建立粒子在时刻表内的时 刻时的状态函数,并建立粒子在时刻表内的时刻时的测量矩阵函数;根据已知 的概率密度初始值预测矩阵函数的测量值;根据测量值及贝叶斯公式更新先验 值,得到后验概率密度分布。Defining the posterior probability distribution includes: establishing the state function of the particle at the time of the timetable according to the known nonlinear function, and establishing the measurement matrix function of the particle at the time of the timetable; according to the known initial value of the probability density Predict the measured value of the matrix function; update the prior value according to the measured value and the Bayesian formula to obtain the posterior probability density distribution.
定义是一组粒子,这里xj是粒子,M是在近似中使用的粒子数 目,μj是每个粒子的对应重量,并且χ近似分布p(x)为公式20,公 式20表示如下:definition is a set of particles, where x j are the particles, M is the number of particles used in the approximation, μ j is the corresponding weight of each particle, and The χ approximate distribution p(x) is Equation 20, which is expressed as follows:
其中,δ(x-xj)是狄利克雷函数。where δ(xx j ) is the Dirichlet function.
粒子滤波的下一个重要内容是重要性抽样。假设分布p(x)用离散随机测度 逼近。如果从p(x)中抽取粒子,那么每个粒子都会被赋予一个相等的重量1/M。 当直接采样从p(x)较为麻烦时,可以从一个分布q(x)中提取粒子xj,设定为重要 性密度函数,并根据这些分布来分配权重,则有公式21,公式21表示如下:The next important aspect of particle filtering is importance sampling. Suppose that the distribution p(x) is approximated by a discrete random measure. If particles are drawn from p(x), then each particle is given an equal weight 1/M. When it is troublesome to directly sample from p(x), you can extract particles x j from a distribution q(x), set it as the importance density function, and assign weights according to these distributions, then there is Equation 21, Equation 21 represents as follows:
其中,粒子的归一化重量可用公式22表示,公式22表示如下:Among them, the normalized weight of the particle can be expressed by Equation 22, which is expressed as follows:
并且考虑到粒子退化和粒子多样性等问题,将空间运动特征信息引入PF 中。设定是k时刻目标的g个目标特征信息组成的向量,G是 特征数。用离散随机测度逼近后验分布p(x0:k-1|z1:k-1,θ1:k-)。 给定离散的随机测量χk 1和观测zk,目的是利用χk 1得到χk。序列重要性抽样方 法通过抽取粒子xk,j并将它们附加到x0:k-1,j,从而形成x0:k,j来实现这一点,并更 新权重μk,j。And considering the problems of particle degradation and particle diversity, spatial motion feature information is introduced into PF. set up is a vector composed of g target feature information of the target at time k, and G is the number of features. using discrete random measures Approximate the posterior distribution p(x 0:k-1 |z 1:k-1 ,θ 1:k- ). Given discrete random measurements χ k 1 and observations z k , the goal is to use χ k 1 to obtain χ k . Sequential importance sampling methods do this by sampling particles x k,j and appending them to x 0:k-1,j , forming x 0:k,j , and updating the weights μ k,j .
根据贝叶斯估计的序贯重要性采样滤波思想,为了计算一个后验概率密度 函数的序贯估计,设定后验概率分布公式,后验概率分布公式如公式23,公式 23表示如下:According to the sequential importance sampling filtering idea of Bayesian estimation, in order to calculate a sequential estimation of a posterior probability density function, a posterior probability distribution formula is set.
q(x0:k|z1:k,θ1:k)=q(xk|x0:k-1,z1:k,θ1:k)q(x0:k-1|z1:k 1,θ1:k-1);q(x 0:k |z 1:k ,θ 1:k )=q(x k |x 0:k-1 ,z 1:k ,θ 1:k )q(x 0:k-1 |z 1:k 1 ,θ 1:k-1 );
基于轨迹x0:k 1,j和xk,j,可以得到公式24,公式24表示如下:Based on the trajectories x 0:k 1,j and x k,j , Equation 24 can be obtained, and Equation 24 is expressed as follows:
xk,j~q(xk|x0:k-1,j,z1:k,θ1:k);x k,j ~q(x k |x 0:k-1,j ,z 1:k ,θ 1:k );
从而根据权值更新公式更新权值,权值更新公式为公式25,公式25表示 如下:Thus, the weights are updated according to the weight update formula, the weight update formula is formula 25, and formula 25 is expressed as follows:
其中,p(zk|xk)表示似然函数,p(xk,j|x0:k-1,j,θk)为状态转移函数,为重要密度函数。Among them, p(z k |x k ) represents the likelihood function, p(x k,j |x 0:k-1,j ,θ k ) is the state transition function, is the important density function.
计算及标准化粒子权值包括:根据T-S模糊语义模型的状态和协方差估计的 函数构建粒子滤波的重要性密度函数更新粒子;根据密度函数及权值更新公式 计算及标准化粒子权值。Calculating and normalizing particle weights includes: constructing the importance density function of particle filtering according to the state of the T-S fuzzy semantic model and the function of covariance estimation to update particles; calculating and normalizing particle weights according to the density function and weight update formula.
根据公式9及公式10获得T-S模糊模型状态估计以及协方差估计构 建粒子滤波的重要性密度函数来更新粒子,重要性密度函数如公式26,公式26 表示如下:Obtain TS fuzzy model state estimation according to Equation 9 and Equation 10 and covariance estimation The importance density function of the particle filter is constructed to update the particles. The importance density function is shown in Equation 26. Equation 26 is expressed as follows:
根据公式24及公式23得到粒子权值计算公式27,公式27表示如下:According to formula 24 and formula 23, the particle weight calculation formula 27 is obtained, and formula 27 is expressed as follows:
另外,还需考虑非线性离散动态系统,非线性离散动态系统的函数如公式 28及公式29所示,公式28表示如下:xk=fk(xk-1,vk-1);公式29表示如下:In addition, a nonlinear discrete dynamic system needs to be considered. The functions of the nonlinear discrete dynamic system are shown in Equation 28 and Equation 29. Equation 28 is expressed as follows: x k =f k (x k-1 ,v k-1 ); Equation 28 29 is represented as follows:
zk=hk(xk,ek);z k =h k (x k , e k );
fk:和hk:是一些已知的非线性函数,是系统在k时刻的状态,是k时刻的测量矩阵,和表示过 程噪声和测量噪声。贝叶斯滤波原理的实质是用所有已知信息来获得系统状态 变量的后验概率密度函数,其中包括预测和更新两个步骤,概率密度初始值 p(x0|z0)=p(x0)已知,则通过公式30进行预测,公式30表示如下:f k : and h k : are some known nonlinear functions, is the state of the system at time k, is the measurement matrix at time k, and Represents process noise and measurement noise. The essence of the Bayesian filtering principle is to use all known information to obtain the posterior probability density function of the system state variables, including two steps of prediction and update, the initial value of the probability density p(x 0 |z 0 )=p(x 0 ) is known, then the prediction is made by formula 30, which is expressed as follows:
p(xk|z1:k-1)=∫p(xk|xk-1)p(xk-1|z1:k-1)dxk-1;p(x k |z 1:k-1 )=∫p(x k |x k-1 )p(x k-1 |z 1:k-1 )dx k-1 ;
在获得测量值zk后,通过贝叶斯公式更新先验值,得到后验概率密度,后 验概率密度函数如公式31,公式31如下所示:After obtaining the measured value zk , the prior value is updated through the Bayesian formula to obtain the posterior probability density. The posterior probability density function is shown in Equation 31, and Equation 31 is as follows:
p(xk|z1:k)=p(zk|xk)p(xk|z1:k-1)/p(zk|z1:k-1),p(x k |z 1:k )=p(z k |x k )p(x k |z 1:k-1 )/p(z k |z 1:k-1 ),
其中,p(zk|z1:k-1)是标准化的常量,p(zk|z1:k 1)的求解公式如公式32,公式 32如下所示:Among them, p(z k |z 1:k-1 ) is a standardized constant, and the solution formula of p(z k |z 1:k 1 ) is as shown in Equation 32, and Equation 32 is as follows:
p(zk|z1:k-1)=∫p(zk|xk)p(xk|z1:k-1)dxk;p(z k |z 1:k-1 )=∫p(z k |x k )p(x k |z 1:k-1 )dx k ;
公式30及公式31位贝叶斯滤波的基本原理,但是公式30中的积分进队某 些动态系统能够获得解析,并且最为重要的一种解决方案是卡尔曼滤波器;设 定fk和hk是线性的,而且vk和ek是协方差已知的加性高斯噪声,基于随机采样 运算的蒙特卡洛可将积分运算转化为有限样本点的求和运算,即可将式30的运 算转化为有限样本点的概率转移累加过程。Equation 30 and Equation 31 are the basic principles of Bayesian filtering, but the integrals in Equation 30 can be analyzed for some dynamic systems, and the most important solution is the Kalman filter; set f k and h k is linear, and v k and e k are additive Gaussian noises with known covariances. Monte Carlo based on random sampling operations can transform the integral operation into the summation operation of finite sample points, and the equation 30 can be converted into The operation is transformed into a probability transition accumulation process of finite sample points.
本发明提供的粒子滤波方法,其工作过程或原理如下:初始化时刻表,使 k=0,并设定模型数为Nf,从先验概率p(x0)中抽取粒子状态M为粒子 数;对于时刻表内的每个时刻,即k分别代表不同时刻时,使j=1,2…,M,随 后使用T-是模糊模型更新粒子,期间使用公式2至公式6估计后件参数并使用公式19识别前件参数且通过公式8计算模型权值并且 使用公式9及公式10的变形公式,即公式33及公式34更新粒子j的状态和 状态协方差公式33表示如下:The working process or principle of the particle filtering method provided by the present invention is as follows: initialize the timetable, set k=0, set the model number as Nf, and extract the particle state from the prior probability p(x 0 ). M is the number of particles; for each moment in the timetable, that is, when k represents different moments, let j=1,2...,M, and then use T-is the fuzzy model to update the particles, and use formula 2 to formula 6 to estimate during the period Consequence parameters and use Equation 19 to identify the antecedent parameter And the model weights are calculated by formula 8 And use the deformation formulas of Equation 9 and Equation 10, that is, Equation 33 and Equation 34 to update the state of particle j and state covariance Equation 33 is expressed as follows:
公式34表示如下:Equation 34 is expressed as follows:
随后对使用公式23的变形公式,即使用公式35对粒子进行采样,公式35 表示如下:Then for the deformation formula using Equation 23, that is, using Equation 35 to sample the particles, Equation 35 is expressed as follows:
粒子权值的计算公式使用公式27的变形公式计算,即使用公式35计算粒 子权值,粒子权值的标准化使用公式36,公式35表示如下:The calculation formula of particle weight is calculated using the deformation formula of formula 27, that is, formula 35 is used to calculate the particle weight, and formula 36 is used for the standardization of particle weight, and formula 35 is expressed as follows:
公式36表示如下:Equation 36 is expressed as follows:
在公式35及公式36中,是预测观测,使用公式1计算;然后对粒子进 行重采样,并根据上述步骤估计重采样的粒子状态及协方差估计结果;最后根 据公式37以及由公式38输出k时刻的状态及状态协方差估计结果,公式37 表示如下:In Equation 35 and Equation 36, is the predicted observation, calculated using formula 1; then the particles are resampled, and the resampled particle state and covariance estimation results are estimated according to the above steps; finally, the state and state covariance estimation at time k is output according to formula 37 and formula 38 As a result, Equation 37 is expressed as follows:
公式38表示如下:Equation 38 is expressed as follows:
本申请还提供一种目标跟踪系统,包括上述的粒子滤波方法,并根据目标 跟踪系统实现对目标的跟踪。The present application also provides a target tracking system, including the above-mentioned particle filtering method, and tracking the target according to the target tracking system.
本申请实施例提供一种电子装置,请参阅图2,该电子装置包括:存储器 601、处理器602及存储在存储器601上并可在处理器602上运行的计算机程序, 处理器602执行该计算机程序时,实现前述实施例中描述的粒子滤波方法。An embodiment of the present application provides an electronic device, please refer to FIG. 2, the electronic device includes: a memory 601, a processor 602, and a computer program stored in the memory 601 and running on the processor 602, and the processor 602 executes the computer During the program, the particle filtering method described in the foregoing embodiment is implemented.
进一步的,该电子装置还包括:至少一个输入设备603以及至少一个输出设 备604。Further, the electronic device further includes: at least one input device 603 and at least one output device 604.
上述存储器601、处理器602、输入设备603以及输出设备604,通过总线605 连接。The above-mentioned memory 601 , processor 602 , input device 603 and output device 604 are connected through a bus 605 .
其中,输入设备603具体可为摄像头、触控面板、物理按键或者鼠标等等。 输出设备604具体可为显示屏。The input device 603 may specifically be a camera, a touch panel, a physical button, a mouse, or the like. The output device 604 may specifically be a display screen.
存储器601可以是高速随机存取记忆体(RAM,Random Access Memory) 存储器,也可为非不稳定的存储器(non-volatile memory),例如磁盘存储器。 存储器601用于存储一组可执行程序代码,处理器602与存储器601耦合。The memory 601 may be a high-speed random access memory (RAM, Random Access Memory) memory, or may be a non-volatile memory (non-volatile memory), such as a disk memory. Memory 601 is used to store a set of executable program codes, and processor 602 is coupled to memory 601 .
进一步的,本申请实施例还提供了一种计算机可读存储介质,该计算机可 读存储介质可以是设置于上述各实施例中的电子装置中,该计算机可读存储介 质可以是前述实施例中的存储器601。该计算机可读存储介质上存储有计算机程 序,该程序被处理器602执行时实现前述方法实施例中描述的粒子滤波方法。Further, an embodiment of the present application further provides a computer-readable storage medium. The computer-readable storage medium may be provided in the electronic device in the above-mentioned embodiments, and the computer-readable storage medium may be one of the above-mentioned embodiments. memory 601. A computer program is stored on the computer-readable storage medium, and when the program is executed by the processor 602, the particle filtering method described in the foregoing method embodiments is implemented.
进一步的,该计算机可存储介质还可以是U盘、移动硬盘、只读存储器601 (ROM,Read-Only Memory)、RAM、磁碟或者光盘等各种可以存储程序代 码的介质。Further, the computer-storable medium may also be a USB flash drive, a removable hard disk, a read-only memory 601 (ROM, Read-Only Memory), a RAM, a magnetic disk or an optical disk and other media that can store program codes.
在本申请所提供的几个实施例中,应该理解到,系统如果以软件功能模块 的形式实现并作为独立的产品销售或使用时,可以存储在一个计算机可读取存 储介质中。基于这样的理解,本发明的技术方案本质上或者说对现有技术做出 贡献的部分或者该技术方案的全部或部分可以以软件产品的形式体现出来,该 计算机软件产品存储在一个存储介质中,包括若干指令用以使得一台计算机设 备(可以是个人计算机,服务器,或者网络设备等)执行本发明各个实施例所 述方法的全部或部分步骤。而前述的存储介质包括:U盘、移动硬盘、只读存 储器(ROM,Read-Only Memory)、随机存取存储器(RAM,Random AccessMemory)、磁碟或者光盘等各种可以存储程序代码的介质。In the several embodiments provided in this application, it should be understood that if the system is implemented in the form of software function modules and sold or used as an independent product, it can be stored in a computer-readable storage medium. Based on this understanding, the technical solution of the present invention is essentially or the part that contributes to the prior art, or all or part of the technical solution can be embodied in the form of a software product, and the computer software product is stored in a storage medium , including several instructions for causing a computer device (which may be a personal computer, a server, or a network device, etc.) to execute all or part of the steps of the methods described in the various embodiments of the present invention. The aforementioned storage medium includes: U disk, removable hard disk, Read-Only Memory (ROM, Read-Only Memory), Random Access Memory (RAM, Random Access Memory), magnetic disk or optical disk and other media that can store program codes.
需要说明的是,对于前述的方法实施例,为了简便描述,故将其都表述为 一系列的动作组合,但是本领域技术人员应该知悉,本发明并不受所描述的动 作顺序的限制,因为依据本发明,某些步骤可以采用其它顺序或者同时进行。 其次,本领域技术人员也应该知悉,说明书中所描述的实施例均属于优选实施 例,所涉及的动作和模块并不一定都是本发明所必须的。It should be noted that, for the convenience of description, the foregoing method embodiments are all expressed as a series of action combinations, but those skilled in the art should know that the present invention is not limited by the described action sequence, because Certain steps may be performed in other orders or simultaneously in accordance with the present invention. Secondly, those skilled in the art should also know that the embodiments described in the specification are all preferred embodiments, and the actions and modules involved are not necessarily all necessary for the present invention.
以上为对本发明所提供的一种粒子滤波方法、系统和计算机可读存储介质 的描述,对于本领域的技术人员,依据本发明实施例的思想,在具体实施方式 及应用范围上均会有改变之处,综上,本说明书内容不应理解为对本发明的限 制。The above is a description of a particle filtering method, system and computer-readable storage medium provided by the present invention. For those skilled in the art, according to the idea of the embodiment of the present invention, there will be changes in the specific implementation and application scope. In conclusion, the contents of this specification should not be construed as limiting the present invention.
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