Bayesian Filtering for High-Dimensional State-Space Models With State Partition and Error Compensation
文献类型：期刊论文
| 作者 | Ke Li ; Shunyi Zhao; Biao Huang; Fei Liu
|
| 刊名 | IEEE/CAA Journal of Automatica Sinica
 |
| 出版日期 | 2024 |
| 卷号 | 11期号:5页码:1239-1249 |
| 关键词 | Bayesian estimation error compensation high-dimensional systems state estimation state partition |
| ISSN号 | 2329-9266 |
| DOI | 10.1109/JAS.2023.124137 |
| 英文摘要 | In the era of exponential growth of data availability, the architecture of systems has a trend toward high dimensionality, and directly exploiting holistic information for state inference is not always computationally affordable. This paper proposes a novel Bayesian filtering algorithm that considers algorithmic computational cost and estimation accuracy for high-dimensional linear systems. The high-dimensional state vector is divided into several blocks to save computation resources by avoiding the calculation of error covariance with immense dimensions. After that, two sequential states are estimated simultaneously by introducing an auxiliary variable in the new probability space, mitigating the performance degradation caused by state segmentation. Moreover, the computational cost and error covariance of the proposed algorithm are analyzed analytically to show its distinct features compared with several existing methods. Simulation results illustrate that the proposed Bayesian filtering can maintain a higher estimation accuracy with reasonable computational cost when applied to high-dimensional linear systems. |
| 源URL | [http://ir.ia.ac.cn/handle/173211/55712]  |
| 专题 | 自动化研究所_学术期刊_IEEE/CAA Journal of Automatica Sinica |
| 推荐引用方式 GB/T 7714 | Ke Li,Shunyi Zhao,Biao Huang,et al. Bayesian Filtering for High-Dimensional State-Space Models With State Partition and Error Compensation[J]. IEEE/CAA Journal of Automatica Sinica,2024,11(5):1239-1249. |
| APA | Ke Li,Shunyi Zhao,Biao Huang,&Fei Liu.(2024).Bayesian Filtering for High-Dimensional State-Space Models With State Partition and Error Compensation.IEEE/CAA Journal of Automatica Sinica,11(5),1239-1249. |
| MLA | Ke Li,et al."Bayesian Filtering for High-Dimensional State-Space Models With State Partition and Error Compensation".IEEE/CAA Journal of Automatica Sinica 11.5(2024):1239-1249. |
入库方式： OAI收割
来源：自动化研究所
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