skip to main content
10.1145/1389095.1389104acmconferencesArticle/Chapter ViewAbstractPublication PagesgeccoConference Proceedingsconference-collections
research-article

Particle filtering with particle swarm optimization in systems with multiplicative noise

Published: 12 July 2008 Publication History

Abstract

We propose a Particle Filter model that incorporates Particle Swarm Optimization for predicting systems with multiplicative noise. The proposed model employs a conventional multiobjective optimization approach to weight the likelihood and prior of the filter in order to alleviate the particle impoverishment problem. The resulting scheme is tested on a well-known test problem with multiplicative noise. Results are promising, especially in cases of high system and measurement noise levels.

References

[1]
M. S. Arulampalam, S. Maskell, N. Gordon, and T. Clapp. A tutorial on particle filters for online nonlinear/non-gaussian bayesian tracking. IEEE Trans. on Signal Processing, 50(2):174--188, 2002.
[2]
M. Clerc and J. Kennedy. The particle swarm-explosion, stability, and convergence in a multidimensional complex space. IEEE Trans. Evol. Comput., 6(1):58--73, 2002.
[3]
A. Doucet. On sequential simulation-based methods for bayesian filtering. Technical report, Cambridge University, Department of Engineering, 1998.
[4]
R. C. Eberhart and J. Kennedy. A new optimizer using particle swarm theory. In Proceedings Sixth Symposium on Micro Machine and Human Science, pages 39--43, Piscataway, NJ, 1995. IEEE Service Center.
[5]
A. P. Engelbrecht. Fundamentals of Computational Swarm Intelligence. Wiley, 2006.
[6]
N. J. Gordon, D. J. Salmond, and A. F. M. Smith. Novel approach to nonlinear/non-gaussian bayesian state estimation. IEE-Proceedings-F, 140(2):107--113, 1993.
[7]
S. J. Julier and J. K. Uhlmann. A new extension of the kalman filter to nonlinear systems. In Proc. of Aerosense: The 11th International Symposium on Aerospace/Defence Sensing, Simulation and Controls, volume Multi Sensor Fusion, Tracking and Resource Management II, Orlando, Florida, 1997.
[8]
J. Kennedy. Small worlds and mega-minds: Effects of neighborhood topology on particle swarm performance. In Proc. IEEE Congr. Evol. Comput., pages 1931--1938, Washington, D.C., USA, 1999. IEEE Press.
[9]
J. Kennedy and R. C. Eberhart. Swarm Intelligence. Morgan Kaufmann Publishers, 2001.
[10]
R. A. Krohling. Gaussian particle swarm and particle filter for nonlinear state estimation. In Proceeding (481) Artificial Intelligence and Soft Computing, 2005.
[11]
N. M. Kwok, W. Zhou, G. Dissanayke, and G. Fang. Evolutionary particle filter: re-sampling from the genetic algorithm perspective. In Proc. of the IEEE 2005 Int. Conf. on Intelligent Robots and Systems, pages 2935--2940, 2005.
[12]
K. E. Parsopoulos and M. N. Vrahatis. Particle swarm optimization method in multiobjective problems. In Proc. of the ACM 2002 Symp. on Appl. Comp., pages 603--607, 2002.
[13]
K. E. Parsopoulos and M. N. Vrahatis. Recent approaches to global optimization problems through particle swarm optimization. Natural Computing, 1(2--3):235--306, 2002.
[14]
G. Tong, Z. Fang, and X. Xu. A particle swarm optimized particle filter for nonlinear system state estimation. In Proc. of the IEEE 2006 Cong. on Evolutionary Computation, pages 438--442, 2006.
[15]
K. Uosaki and T. Hatanaka. Nonlinear state estimation by evolution strategies based gaussian sum particle filter. In Lecture Notes in Computer Science, volume 3681, pages 635--642. Springer Berlin / Heidelberg, 2005.
[16]
R. Van der Merwe, A. Doucet, N. De Freitas, and E. Wan. The unscented particle filter. Technical report, Cambridge University, Department of Engineering, 2000.
[17]
Q. Wang, L. Xie, J. Liu, and Z. Xiang. Enhancing particle swarm optimization based particle filter tracker. In Lecture Notes in Computer Science, volume 4114, pages 1216--1221. Springer Berlin / Heidelberg, 2006.

Cited By

View all

Recommendations

Comments

Information & Contributors

Information

Published In

cover image ACM Conferences
GECCO '08: Proceedings of the 10th annual conference on Genetic and evolutionary computation
July 2008
1814 pages
ISBN:9781605581309
DOI:10.1145/1389095
  • Conference Chair:
  • Conor Ryan,
  • Editor:
  • Maarten Keijzer
Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than ACM must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected]

Sponsors

Publisher

Association for Computing Machinery

New York, NY, United States

Publication History

Published: 12 July 2008

Permissions

Request permissions for this article.

Check for updates

Author Tags

  1. particle filter
  2. particle swarm optimization
  3. sequential monte carlo simulation

Qualifiers

  • Research-article

Conference

GECCO08
Sponsor:

Acceptance Rates

Overall Acceptance Rate 1,669 of 4,410 submissions, 38%

Contributors

Other Metrics

Bibliometrics & Citations

Bibliometrics

Article Metrics

  • Downloads (Last 12 months)2
  • Downloads (Last 6 weeks)0
Reflects downloads up to 08 Mar 2025

Other Metrics

Citations

Cited By

View all
  • (2022)New formulations and branch-and-cut procedures for the longest induced path problemComputers and Operations Research10.1016/j.cor.2021.105627139:COnline publication date: 1-Mar-2022
  • (2021)An Improved Multiobjective Shortest Path AlgorithmComputers and Operations Research10.1016/j.cor.2021.105424135:COnline publication date: 1-Nov-2021
  • (2017)Mining Evolving Data Streams with Particle FiltersComputational Intelligence10.1111/coin.1207133:2(147-180)Online publication date: 1-May-2017
  • (2017)UAV engine fault and diagnosis with parameter models based on telemetry data2017 Prognostics and System Health Management Conference (PHM-Harbin)10.1109/PHM.2017.8079278(1-6)Online publication date: Jul-2017
  • (2017)Object tracking using Particle Swarm Optimization and Earth mover's distance2017 IEEE Congress on Evolutionary Computation (CEC)10.1109/CEC.2017.7969313(193-200)Online publication date: Jun-2017
  • (2017)Computational comparison of several greedy algorithms for the minimum cost perfect matching problem on large graphsComputers and Operations Research10.1016/j.cor.2017.06.00687:C(107-113)Online publication date: 1-Nov-2017
  • (2017)An exact algorithm for Min-Max hyperstructure equipartition with a connected constraintComputers and Operations Research10.1016/j.cor.2017.05.01687:C(183-193)Online publication date: 1-Nov-2017
  • (2017)Improving the preconditioning of linear systems from interior point methodsComputers and Operations Research10.1016/j.cor.2017.04.00585:C(129-138)Online publication date: 1-Sep-2017
  • (2017)On minimization of the number of branches in branch-and-bound algorithms for the maximum clique problemComputers and Operations Research10.1016/j.cor.2017.02.01784:C(1-15)Online publication date: 1-Aug-2017
  • (2017)A Benders decomposition based framework for solving cable trench problemsComputers and Operations Research10.1016/j.cor.2016.12.01581:C(128-140)Online publication date: 1-May-2017
  • Show More Cited By

View Options

Login options

View options

PDF

View or Download as a PDF file.

PDF

eReader

View online with eReader.

eReader

Figures

Tables

Media

Share

Share

Share this Publication link

Share on social media