Particle filtering with particle swarm optimization in systems with multiplicative noise

Authors:
A. D. Klamargias;K. E. Parsopoulos;Ph. D. Alevizos;M. N. Vrahatis
Affiliations:
University of Patras, Patras, Greece;University of Patras, Patras, Greece;University of Patras, Patras, Greece;University of Patras, Patras, Greece
Venue:
Proceedings of the 10th annual conference on Genetic and evolutionary computation
Year:
2008

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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.