Stochastic gradient Hamiltonian sequential Monte Carlo filter with Earth Mover’s Distance sampling for target tracking

IF 5.9 2区计算机科学 Q1 AUTOMATION & CONTROL SYSTEMS

Automatica Pub Date : 2025-09-24 DOI:10.1016/j.automatica.2025.112599

Chang Ho Kang , Sun Young Kim

引用次数: 0

Abstract

High-speed missile tracking requires advanced filtering algorithms to overcome the limitations of traditional nonlinear methods. This study presents the stochastic gradient Hamiltonian sequential Monte Carlo filter, combining stochastic gradient Hamilton Monte Carlo with sequential Monte Carlo (SMC) for enhanced sampling performance and reduced computational burden. The method incorporates Earth Mover’s Distance based adaptive resampling with theoretical bounds for optimal particle count. Validation through univariate nonstationary growth model simulation and bearing-only tracking experiments demonstrates superior performance over conventional methods, achieving 15 % root mean square error improvement compared to conventional SMC and 30 % over extended Kalman filter/unscented Kalman filter approaches.

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随机梯度哈密顿序列蒙特卡罗滤波器与土动器的距离采样目标跟踪

高速导弹跟踪需要先进的滤波算法来克服传统非线性方法的局限性。本文提出了随机梯度哈密顿序贯蒙特卡罗滤波器，将随机梯度哈密顿与序贯蒙特卡罗（SMC）相结合，提高了采样性能，减少了计算量。该方法结合了基于地球移动器距离的自适应重采样和最佳粒子数的理论边界。通过单变量非平稳增长模型仿真和纯方向跟踪实验的验证表明，与传统的SMC方法相比，其性能优于传统的SMC方法，与扩展卡尔曼滤波/无气味卡尔曼滤波方法相比，其均方根误差提高了15%，比传统的SMC方法提高了30%。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Automatica 工程技术-工程：电子与电气

CiteScore

10.70

自引率

7.80%

发文量

617

审稿时长

5 months

期刊介绍： Automatica is a leading archival publication in the field of systems and control. The field encompasses today a broad set of areas and topics, and is thriving not only within itself but also in terms of its impact on other fields, such as communications, computers, biology, energy and economics. Since its inception in 1963, Automatica has kept abreast with the evolution of the field over the years, and has emerged as a leading publication driving the trends in the field. After being founded in 1963, Automatica became a journal of the International Federation of Automatic Control (IFAC) in 1969. It features a characteristic blend of theoretical and applied papers of archival, lasting value, reporting cutting edge research results by authors across the globe. It features articles in distinct categories, including regular, brief and survey papers, technical communiqués, correspondence items, as well as reviews on published books of interest to the readership. It occasionally publishes special issues on emerging new topics or established mature topics of interest to a broad audience. Automatica solicits original high-quality contributions in all the categories listed above, and in all areas of systems and control interpreted in a broad sense and evolving constantly. They may be submitted directly to a subject editor or to the Editor-in-Chief if not sure about the subject area. Editorial procedures in place assure careful, fair, and prompt handling of all submitted articles. Accepted papers appear in the journal in the shortest time feasible given production time constraints.