CASIA OpenIR  > 学术期刊  > IEEE/CAA Journal of Automatica Sinica
Bayesian Filtering for High-Dimensional State-Space Models With State Partition and Error Compensation
Ke Li; Shunyi Zhao; Biao Huang; Fei Liu
Source PublicationIEEE/CAA Journal of Automatica Sinica
ISSN2329-9266
2024
Volume11Issue:5Pages:1239-1249
AbstractIn 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.
KeywordBayesian estimation error compensation high-dimensional systems state estimation state partition
DOI10.1109/JAS.2023.124137
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Document Type期刊论文
Identifierhttp://ir.ia.ac.cn/handle/173211/55712
Collection学术期刊_IEEE/CAA Journal of Automatica Sinica
Recommended Citation
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.
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