Variational Bayesian Adaptive Cubature Information Filter Based on Wishart Distribution

DOI10.1109/TAC.2017.2704442MaRDI QIDQ4566975zbMATH OpenOpenAlexFDO

Authors Peng Dong, Henry Leung, Kai Shen, Zhongliang Jing

Publication date 27 June 2018

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.2017.2704442

Mathematics Subject Classification ID

Bayesian inference (62F15) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Stochastic learning and adaptive control (93E35)

Cited in

(10)

• A quadratic interpolation-based variational Bayesian algorithm for measurement information lost in underwater navigation
• A Kullback-Leibler-based IMM information filter for the jump Markov system with unknown noise
• A new enabling variational inference model for approximating measurement likelihood in filtering nonlinear system
• Tuning-free filtering for stochastic systems with unmodeled measurement dynamics
• A variational Bayes moving horizon estimation adaptive filter with guaranteed stability
• Forward modeling and inverse estimation for nonlinear filtering
• A novel stochastically stable variational Bayesian Kalman filter for spacecraft attitude estimation
• Centralized and distributed adaptive cubature information filters for multi-sensor systems with unknown probability of measurement loss
• An adaptive cubature Kalman filter for nonlinear systems against randomly occurring injection attacks
• A novel nonlinear filter through constructing the parametric Gaussian regression process

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