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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Veröffentlicht in:	Chemometrics and intelligent laboratory systems Jg. 227; S. 104608
Hauptverfasser:	Zhang, Tianyu, Zhao, Shunyi, Luan, Xiaoli, Liu, Fei
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Elsevier B.V 15.08.2022
Schlagworte:	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-Zugang:	Volltext
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