State estimations and noise identifications with intermittent corrupted observations via Bayesian variational inference

ArXi:2604.02738v1 Announce Type: cross This paper focuses on the state estimation problem in distributed sensor networks, where intermittent packet dropouts, corrupted observations, and unknown noise covariances coexist. To tackle this challenge, we formulate the joint estimation of system states, noise parameters, and network reliability as a Bayesian variational inference problem, and propose a novel variational Bayesian adaptive Kalman filter (VB-AKF) to approximate the joint posterior probability densities of the latent parameters.