1. Gaussian-Beta Filters With Unknown Probability of Measurement Loss
- Author
-
Guanghua Zhang, Feng Lian, Linghao Zeng, Na Fu, Shasha Dai, and Xinqiang Liu
- Subjects
State-space model ,measurement loss ,threshold technology ,Gaussian-Beta filter ,Electrical engineering. Electronics. Nuclear engineering ,TK1-9971 - Abstract
Data loss is ubiquitous in practical engineering applications due to communication delay or congestion. Data loss rate is a key metric to evaluate the reliability of state estimation. To jointly estimate system state and data loss rate, we propose a class of Gaussian-Beta filters for linear and moderate nonlinear Gaussian state-space models with unknown probability of measurement loss. In the filters, the arrival of the measurement at each time is formulated as a binary random variable, which is determined by the classical threshold technology. In addition, the hidden state and the unknown probability of measurement loss are modeled as a product of Gaussian and Beta distributions, and the form remains unchanged through recursive operations. Simulation results verify the effectiveness of the proposed Gaussian-Beta filters compared with the existing filtering algorithms.
- Published
- 2022
- Full Text
- View/download PDF