Stochastic Event-triggered Variational Bayesian Filtering

Autor: Lv, Xiaoxu, Duan, Peihu, Duan, Zhisheng, Chen, Guanrong, Shi, Ling
Rok vydání: 2022
Předmět:
Druh dokumentu: Working Paper
Popis: 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.
Databáze: arXiv