Stochastic Event-triggered Variational Bayesian Filtering

DOI10.1109/TAC.2022.3203015MaRDI QIDQ6080233zbMATH OpenFDO

Authors Peihu Duan, Zhisheng Duan, Guanrong Chen, Ling Shi

Publication date 2 October 2023

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

Full work available at URL https://arxiv.org/abs/2206.06784

zbMATH Keywords

event-based schedulingKalman filterremote state estimationvariational Bayesian

Mathematics Subject Classification ID

Systems theory; control (93-XX)

Abstract: This paper proposes an event-triggered variational Bayesian filter for remote state estimation with unknown and time-varying noise covariances. After presetting multiple nominal process noise covariances and an initial measurement noise covariance, a variational Bayesian method and a fixed-point iteration method are utilized to jointly estimate the posterior state vector and the unknown noise covariances under a stochastic event-triggered mechanism. The proposed algorithm ensures low communication loads and excellent estimation performances for a wide range of unknown noise covariances. Finally, the performance of the proposed algorithm is demonstrated by tracking simulations of a vehicle.

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Cited in

(2)

• Distributed event-triggered unadjusted Langevin algorithm for Bayesian learning
• Distributed sequential filtering for nonlinear systems with heavy-tailed noise under binary sensor networks: a variational Bayesian approach

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