Noise Reduction of Chaotic Signal Based on Auxiliary Sigma Point Particle Filter

doi:10.3969/j.issn.1000-1093.2015.12.016

Abstract

Abstract: In order to solve the problem of that the traditional extended Kalman filter and unscented Kalman filter methods cannot effectively suppress the additive noise of the chaotic system, an improved particle filter algorithm is presented. The state space description of the chaotic system is derived in detail, and a noise reduction method of chaotic signal based on auxiliary sigma point particle filter is proposed. As an example，Lorenz chaotic signal is used to evaluate the efficiency of the proposed algorithm. The results show that the proposed algorithm has obvious effect on noise reduction for Lorenz chaotic signal with noise.

Key words: information processing technology, particle filter, chaotic signal, noise reduction

CLC Number:

TP391

YANG Hong， LI Ya-an， LI Guo-hui. Noise Reduction of Chaotic Signal Based on Auxiliary Sigma Point Particle Filter[J]. Acta Armamentarii, 2015, 36(12): 2330-2335.

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