A Variational Bayesian-Based Unscented Kalman Filter With Both Adaptivity and Robustness

This paper proposes a modified unscented Kalman filter (UKF) with both adaptivity and robustness. In the proposed filter, the adaptivity is achieved by estimating the time-varying measurement noise covariance based on variational Bayesian (VB) approximation. The robustness is achieved by modifying t... View More