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 language | English |
|---|---|
| Pages (from-to) | 4321-4328 |
| Number of pages | 8 |
| Journal | IEEE Transactions on Automatic Control |
| Volume | 68 |
| Issue number | 7 |
| Online published | 30 Aug 2022 |
| DOIs | |
| Publication status | Published - 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