An Adaptive Gaussian Sum Kalman Filter Based on a Partial Variational Bayesian Method

DOI10.1109/TAC.2019.2959998MaRDI QIDQ5853894zbMATH OpenOpenAlexFDO

Authors Hong Xu, Huadong Yuan, Keqing Duan, Wenchong Xie, Yongliang Wang

Publication date 12 March 2021

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

Full work available at URL https://doi.org/10.1109/tac.2019.2959998

Mathematics Subject Classification ID

Systems theory; control (93-XX)

Recommendations

• A robust variational Bayesian adaptive Kalman filtering algorithm
• Variational Adaptive Kalman Filter With Gaussian-Inverse-Wishart Mixture Distribution
• A modified variational Bayesian noise adaptive Kalman filter
• Adaptive Gaussian Sum Filter for Nonlinear Bayesian Estimation
• Recursive Noise Adaptive Kalman Filtering by Variational Bayesian Approximations
• Variational Bayesian adaptation of process noise covariance matrix in Kalman filtering
• Distributed adaptive Kalman filter based on variational Bayesian technique
• Adaptive Metropolis algorithm using variational Bayesian adaptive Kalman filter
• Bridging the ensemble Kalman filter and particle filters: The adaptive Gaussian mixture filter
• Adaptive Kalman filtering with multivariate generalized Laplace system noise

Cited in

(3)

• A variational Bayes moving horizon estimation adaptive filter with guaranteed stability
• Stochastic event-triggered remote state estimation over Gaussian channels without knowing triggering decisions: a Bayesian inference approach
• State estimation for a class of nonlinear non-Gaussian cyber-physical systems under false data injection attacks

This page was built for publication: An Adaptive Gaussian Sum Kalman Filter Based on a Partial Variational Bayesian Method

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5853894)