An Interacting Multiple Model Approach for State Estimation with Non-Gaussian Noise Using a Variational Bayesian Method

DOI10.1002/asjc.1055zbMath1338.93360OpenAlexW1951045788MaRDI QIDQ2813988

Feng Shen, Chen Shen, Wei Huang, Dingjie Xu

Publication date: 17 June 2016

Published in: Asian Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asjc.1055

zbMATH Keywords

robustnessstate estimationvariational Bayesianmultiple models

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Estimation and detection in stochastic control theory (93E10)

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Cites Work

• A novel interacting multiple model algorithm
• Online Model Selection Based on the Variational Bayes
• The interacting multiple model algorithm for systems with Markovian switching coefficients
• Recursive Noise Adaptive Kalman Filtering by Variational Bayesian Approximations
• Approaches to adaptive filtering