2016
DOI: 10.1109/jsen.2016.2591260
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A Variational Bayesian-Based Unscented Kalman Filter With Both Adaptivity and Robustness

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Cited by 100 publications
(63 citation statements)
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“…where µ k is the residual error of the system measured output, and y k|k−1,i is the residual error of the system measured output estimated by the sigma points. Real-time updates of the process noise and measurement noise can be achieved by Equation (28). Thus, the establishment of the AUKF is completed.…”
Section: The Aukf Based On the Second-order Rc Equivalent Circuit Modelmentioning
confidence: 99%
“…where µ k is the residual error of the system measured output, and y k|k−1,i is the residual error of the system measured output estimated by the sigma points. Real-time updates of the process noise and measurement noise can be achieved by Equation (28). Thus, the establishment of the AUKF is completed.…”
Section: The Aukf Based On the Second-order Rc Equivalent Circuit Modelmentioning
confidence: 99%
“…But it is hard to get the analytical solution for most Bayesian approaches due to complex probability density function or high dimension of integration. Recently, the variational Bayesian (VB) inference method [27][28][29][30][31] has drawn extensive attentions, which utilizes a new simpler, analytically tractable distribution to approximate the true posterior distribution so as to avoid the direct complex calculation of multi-dimensional probability density function. Sarkka et al [27] adopted the VB method for joint recursive estimation of the dynamic state and the time-varying measurement noise parameters in linear state space models.…”
Section: Introductionmentioning
confidence: 99%
“…Sarkka et al [27] adopted the VB method for joint recursive estimation of the dynamic state and the time-varying measurement noise parameters in linear state space models. Li et al [28] employed VB approximation for the unscented Kalman filter to estimate the time-varying measurement noise covariance so as to improve algorithm adaptability. Sun et al [29] proposed a VB method to estimate the system states with unknown inputs.…”
Section: Introductionmentioning
confidence: 99%
“…Actually, the variational Bayesian (VB)-based filter [29][30][31][32][33] is one of the most general adaptive filters. Its adaptive strategy has a strong ability to track the time-varying measurement noise covariance.…”
Section: Introductionmentioning
confidence: 99%
“…Thus, it will be promising to combine VB approximation and Huber's M-estimation to achieve both adaptivity and robustness. Li et al [30] has acted out this idea in the framework of UKF. The efficiency of the proposed filter was verified through the numerical simulation test.…”
Section: Introductionmentioning
confidence: 99%