An Overdispersed Black-Box Variational Bayesian–Kalman Filter with Inaccurate Noise Second-Order Statistics

An Overdispersed Black-Box Variational Bayesian–Kalman Filter with Inaccurate Noise Second-Order Statistics

Aimed at the problems in which the performance of filters derived from a hypothetical model will decline or the cost of time of the filters derived from a posterior model will increase when prior knowledge and second-order statistics of noise are uncertain, a new filter is proposed. In this paper, a...

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Bibliographic Details
Main Authors: Lin Cao, Chuyuan Zhang, Zongmin Zhao, Dongfeng Wang, Kangning Du, Chong Fu, Jianfeng Gu
Format: Article
Language:English
Published: MDPI AG 2021-11-01
Series:Sensors
Subjects:
MIMO radar
Kalman filter
Bayesian robustness
uncertain noise
posterior noise statistics
proposal distribution
Online Access:https://www.mdpi.com/1424-8220/21/22/7673

Internet

https://www.mdpi.com/1424-8220/21/22/7673

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