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Stochastic Event-triggered Variational Bayesian Filtering
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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.
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Publication details
- DOI
- 10.48550/arxiv.2206.06784
- OpenAlex
- W4309985767
- Document type
- preprint
- Language
- EN
- Source
- arXiv (Cornell University)
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