Stochastic Event-triggered Variational Bayesian Filtering

Xiaoxu Lv, Peihu Duan, Zhisheng Duan*, Guanrong Chen, Ling Shi

*Corresponding author for this work

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

15 Citations (Scopus)

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.
Original languageEnglish
Pages (from-to)4321-4328
Number of pages8
JournalIEEE Transactions on Automatic Control
Volume68
Issue number7
Online published30 Aug 2022
DOIs
Publication statusPublished - Jul 2023

Research Keywords

  • Bayes methods
  • Event-based scheduling
  • Gaussian distribution
  • Kalman filter
  • Kalman filters
  • Noise measurement
  • Prediction algorithms
  • Remote state estimation
  • Schedules
  • State estimation
  • Variational Bayesian

Fingerprint

Dive into the research topics of 'Stochastic Event-triggered Variational Bayesian Filtering'. Together they form a unique fingerprint.

Cite this