Adaptive Cubature Strong Tracking Information Filter Using Variational Bayesian Method

Abstract For most practical nonlinear state estimation problems, the conventional nonlinear filters do not usually work well for some cases, such as inaccurate system model, sudden change of state-interested and unknown variance of measurement noise. In this paper, an adaptive cubature strong tracking information filter using variational Bayesian (VB) method is proposed to cope with these complex cases. Firstly, the strong tracking filtering (STF) technology is used to integrally improve performance of cubature information filter (CIF) aiming at the first two cases and an iterative scheme is presented to effectively evaluate a strong tracking fading factor. Secondly, the VB method is introduced to iteratively evaluate the unknown variance of measurement noise. Finally, the novel adaptive cubature information filter is obtained by perfectly combining the STF technology with the VB method, where the variance estimation provided by the VB method guarantees normal running of the strong tracking functionality.

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