Robust adaptive algorithm for nonlinear systems with unknown measurement noise and uncertain parameters by variational Bayesian inference

DOI10.1002/RNC.4095MaRDI QIDQ4583659zbMATH OpenOpenAlexWikidataFDO

Authors Xingkai Yu, Jianxun Li, Jian Xu

Publication date 31 August 2018

Published in International Journal of Robust and Nonlinear Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/rnc.4095

zbMATH Keywords

convergence resultnonlinear systemprobability density functionuncertain parametersunknown measurement noisevariational Bayesian inference

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Sensitivity (robustness) (93B35) Nonlinear systems in control theory (93C10) Adaptive control/observation systems (93C40) Control/observation systems with incomplete information (93C41) Stochastic systems in control theory (general) (93E03) Estimation and detection in stochastic control theory (93E10)

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Cited in

(7)

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• Estimation algorithm for system with non-Gaussian multiplicative/additive noises based on variational Bayesian inference
• Robust filter design for asymmetric measurement noise using variational Bayesian inference
• A new enabling variational inference model for approximating measurement likelihood in filtering nonlinear system
• Maximum likelihood least squares‐based iterative methods for output‐error bilinear‐parameter models with colored noises
• A novel stochastically stable variational Bayesian Kalman filter for spacecraft attitude estimation
• Distributed Kalman filter for linear system with complex multi-channel stochastic uncertain parameter and decoupled local filters

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