Bayesian Fault Detection Method for Linear Systems with Outliers
Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific › peer-review
Details
| Original language | English |
|---|---|
| Title of host publication | Ubiquitous Positioning, Indoor Navigation and Location-Based Services, UPINLBS, 3-4 October 2012, Helsinki |
| Place of Publication | Piscataway, NJ |
| Publisher | IEEE |
| Pages | 1-5 |
| Number of pages | 5 |
| ISBN (Electronic) | 978-1-4673-1909-6 |
| ISBN (Print) | 978-1-4673-1908-9 |
| DOIs | |
| Publication status | Published - 2012 |
| Publication type | A4 Article in a conference publication |
Publication series
| Name | Ubiquitous Positioning, Indoor Navigation and Location-Based Services |
|---|
Abstract
A novel approach for monitoring the accuracy of the Bayesian estimate of linear Gaussian state-space model is introduced, based on the monitoring of the propagation of the errors in the Kalman filter algorithm. The effect of the sensor errors on the Kalman filter estimate is explicitly computed and compensated for. Marginalized particle filter is used to compute the posterior distribution of the sensor errors and using a target tracking simulation it is shown that the proposed method has improved performance over the standard DIA method
Publication forum classification
Field of science, Statistics Finland
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