Stochastic Event-triggered Variational Bayesian Filtering
نویسندگان
چکیده
This paper proposes an event-triggered variational Bayesian filter for remote state estimation with unknown and time-varying noise covariances. After presetting multiple nominal process covariances initial measurement covariance, a method fixed-point iteration are utilized to jointly estimate the posterior vector under stochastic mechanism. The proposed algorithm ensures low communication loads excellent performances wide range of Finally, performance is demonstrated by tracking simulations vehicle.
منابع مشابه
A Filtering Approach to Stochastic Variational Inference
Stochastic variational inference (SVI) uses stochastic optimization to scale up Bayesian computation to massive data. We present an alternative perspective on SVI as approximate parallel coordinate ascent. SVI trades-off bias and variance to step close to the unknown true coordinate optimum given by batch variational Bayes (VB). We define a model to automate this process. The model infers the l...
متن کاملTrade-Offs in Stochastic Event-Triggered Control
This paper studies the optimal output-feedback control of a linear time-invariant system where a stochastic event-based scheduler triggers the communication between the sensor and the controller. The primary goal of the use of this type of scheduling strategy is to provide significant reductions in the usage of the sensor-to-controller communication and, in turn, improve energy expenditure in t...
متن کاملEvent-triggered filtering and fault estimation for nonlinear systems with stochastic sensor saturations
This paper is concerned with the filtering problem for a class of nonlinear systems with stochastic sensor saturations and event-triggered measurement transmissions. An event-triggered transmission scheme is proposed with hope to ease the traffic burden and improve the energy efficiency. The measurements are subject to randomly occurring sensor saturations governed by Bernoulli distributed sequ...
متن کاملVariational Bayesian Inference with Stochastic Search
Mean-field variational inference is a method for approximate Bayesian posterior inference. It approximates a full posterior distribution with a factorized set of distributions by maximizing a lower bound on the marginal likelihood. This requires the ability to integrate a sum of terms in the log joint likelihood using this factorized distribution. Often not all integrals are in closed form, whi...
متن کاملVariational Bayesian Stochastic Complexity of Mixture Models
The Variational Bayesian framework has been widely used to approximate the Bayesian learning. In various applications, it has provided computational tractability and good generalization performance. In this paper, we discuss the Variational Bayesian learning of the mixture of exponential families and provide some additional theoretical support by deriving the asymptotic form of the stochastic c...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: IEEE Transactions on Automatic Control
سال: 2022
ISSN: ['0018-9286', '1558-2523', '2334-3303']
DOI: https://doi.org/10.1109/tac.2022.3203015