Improved state estimator for linear-Gaussian systems subject to initialization errors

This paper proposes an improved state estimator for linear-Gaussian systems subject to initialization errors. A one-step prediction function depicted by the Student-t is reconstructed artificially by inserting an auxiliary variable into the original Gaussian distribution. The variational Bayesian (V...

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Bibliographic Details

Published in:	Chemometrics and intelligent laboratory systems Vol. 227; p. 104608
Main Authors:	Zhang, Tianyu, Zhao, Shunyi, Luan, Xiaoli, Liu, Fei
Format:	Journal Article
Language:	English
Published:	Elsevier B.V 15.08.2022
Subjects:	Initialization strategy Linear Gaussian systems State estimation Student-t distribution Variational Bayesian approximation Variational Bayesian approximation Student-t distribution Linear Gaussian systems State estimation Initialization strategy
ISSN:	0169-7439, 1873-3239
Online Access:	Get full text
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