A New Variational Bayesian-Based Kalman Filter with Unknown Time-Varying Measurement Loss Probability and Non-Stationary Heavy-Tailed Measurement Noise

In this paper, a new variational Bayesian-based Kalman filter (KF) is presented to solve the filtering problem for a linear system with unknown time-varying measurement loss probability (UTVMLP) and non-stationary heavy-tailed measurement noise (NSHTMN). Firstly, the NSHTMN was modelled as a Gaussia...

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Detalles Bibliográficos
Autores principales: Shan, Chenghao, Zhou, Weidong, Yang, Yefeng, Shan, Hanyu
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8534647/
https://www.ncbi.nlm.nih.gov/pubmed/34682075
http://dx.doi.org/10.3390/e23101351

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8534647/
https://www.ncbi.nlm.nih.gov/pubmed/34682075
http://dx.doi.org/10.3390/e23101351

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