Probabilistic observation model correction using non-Gaussian belief fusion

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Elsevier BV
This paper presents a framework for state estimation which tolerates uncertainty in observation model parameters by (1) incorporating this uncertainty in state observation, and (2) correcting model parameters to improve future state observations. The first objective is met by an uncertainty propagation approach, while the second is achieved by gradient-descent optimization. The novel framework allows state estimates to be represented by non-Gaussian probability distribution functions. By correcting observation model parameters, estimation performance is enhanced since the accuracy of observations is increased. Monte Carlo simulation experiments validate the efficacy of the proposed approach in comparison with conventional estimation techniques, showing that as model parameters converge to ground-truth over time, state estimation correspondingly improves when compared to a static model estimate. Because observation models cannot be known with perfect accuracy and existing approaches do not address parametric uncertainties in non-Gaussian estimation, this work has both novelty and usefulness in most state estimation contexts.
Non-Gaussian belief fusion, Recursive Bayesian estimation, Simultaneous Estimation and Modeling, State observation
Steckenrider and Furukawa, “Probabilistic Observation Model Correction Using Non-Gaussian Belief Fusion.” 2021.