Joint State Estimation and Noise Identification Based on Variational Optimization

no code implementations • 15 Dec 2023 • Hua Lan, Shijie Zhao, Jinjie Hu, Zengfu Wang, Jing Fu

In this article, the state estimation problems with unknown process noise and measurement noise covariances for both linear and nonlinear systems are considered.

Variational Inference

Variational Nonlinear Kalman Filtering with Unknown Process Noise Covariance

no code implementations • 6 May 2023 • Hua Lan, Jinjie Hu, Zengfu Wang, Qiang Cheng

Motivated by the maneuvering target tracking with sensors such as radar and sonar, this paper considers the joint and recursive estimation of the dynamic state and the time-varying process noise covariance in nonlinear state space models.

Bayesian Inference Variational Inference