Variational-Based Nonlinear Bayesian Filtering with Biased Observations

2021-12-29 · Aamir Hussain Chughtai, Arslan Majal, Muhammad Tahir, Momin Uppal

State estimation of dynamical systems is crucial for providing new decision-making and system automation information in different applications. However, the assumptions on the standard computational models for sensor measurements can be violated in practice due to different types of data abnormalities such as outliers and biases. In this work, we focus on the occurrence of measurement biases and propose a robust filter for their detection and mitigation during state estimation of nonlinear dynamical systems. We model the presence of bias in each dimension within the generative structure of the state-space models. Subsequently, employing the theory of Variational Bayes and general Gaussian filtering, we devise a recursive filter which we call the Bias Detecting and Mitigating (BDM) filter. As the error detection mechanism is embedded within the filter structure its dependence on any external detector is obviated. Simulations verify the performance gains of the proposed BDM filter compared to similar Kalman filtering-based approaches in terms of robustness to temporary and persistent bias presence.

📄 PDF Abstract BibTeX arXiv:2112.14432

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Decision MakingState EstimationState Space Models

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