Online Parameter-State Estimation with Uncertainty Quantification via Variational Inference
Analysis
Key Takeaways
- •Proposes a variational inference framework for online parameter-state estimation.
- •Provides uncertainty quantification through approximation of the joint posterior.
- •Demonstrates accuracy, robustness, and scalability through numerical experiments.
- •Outperforms existing methods in certain scenarios.
“The paper presents an online variational inference framework to compute its approximation at each time step.”