IEEE Transactions on Instrumentation and Measurement · 2020 · 45 citations · 45 references
ComputingMechatronics EngineeringSensor FusionStochastic ModelingUncertainty QuantificationBayesian FilteringBayesian InferenceBayesian StatisticsKalman FilteringMeasurement EstimationState EstimationAdaptive Kalman FilterBayesian Variational InferenceFilteringInteracting Multiple Model FilteringLikelihood InferenceLoss Probability EstimationVariational Bayesian FilteringVariational Bayesian Inference
This article proposes a novel adaptive Kalman filter (AKF) to estimate the unknown probability of measurement loss using the interacting multiple-model (IMM) filtering framework, yielding the IMM-AKF algorithm. In the proposed IMM-AKF algorithm, the state, Bernoulli random variable, and measurement loss probability are jointly inferred based on the variational Bayesian (VB) approach. In particular, a new likelihood definition is derived for the mode probability update process of the IMM-AKF algorithm. Experiments demonstrate the superiority of the proposed IMM-AKF algorithm over existing filtering algorithms by adaptively estimating the unknown time-varying measurement loss probability.
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Kalman Filtering With Intermittent Observations
Bruno Sinopoli, Luca Schenato, Massimo Franceschetti et al. · IEEE Transactions on Automatic Control · 2004 · 2.5K citations