Variational Inference of Kalman Filter and Its Application in Wireless Sensor Networks
Joint Authors
Source
International Journal of Distributed Sensor Networks
Issue
Vol. 2013, Issue - (31 Dec. 2013), pp.1-7, 7 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-11-17
Country of Publication
Egypt
No. of Pages
7
Main Subjects
Telecommunications Engineering
Information Technology and Computer Science
Abstract EN
An improved Kalman filter algorithm by using variational inference (VIKF) is proposed.
With variational method, the joint posterior distribution of the states is approximately decomposed into several relatively independent posterior distributions.
To avoid the difficulty of high-dimensional integrals, these independent posterior distributions are solved by using Kullback-Leibler divergence.
The variational inference of Kalman filter includes two steps, the predict step and the update step, and an iterative process is included in the update step to get the optimized solutions of the posterior distribution.
To verify the effectiveness of the proposed algorithm, VIKF is applied to the state estimation of discrete linear state space and the tracking problems in wireless sensor networks.
Simulation results show that the variational approximation is effective and reliable for the linear state space, especially for the case with time-varying non-Gaussian noise.
American Psychological Association (APA)
Dong, Zijian& Song, Tiecheng. 2013. Variational Inference of Kalman Filter and Its Application in Wireless Sensor Networks. International Journal of Distributed Sensor Networks،Vol. 2013, no. -, pp.1-7.
https://search.emarefa.net/detail/BIM-446873
Modern Language Association (MLA)
Dong, Zijian& Song, Tiecheng. Variational Inference of Kalman Filter and Its Application in Wireless Sensor Networks. International Journal of Distributed Sensor Networks Vol. 2013, pp.1-7.
https://search.emarefa.net/detail/BIM-446873
American Medical Association (AMA)
Dong, Zijian& Song, Tiecheng. Variational Inference of Kalman Filter and Its Application in Wireless Sensor Networks. International Journal of Distributed Sensor Networks. 2013. Vol. 2013, no. -, pp.1-7.
https://search.emarefa.net/detail/BIM-446873
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-446873