In this paper, we propose a robust state estimation method using a particle filter (PF) for a class of nonlinear systems which have stochastic parameter uncertainties. A robust PF was designed using prediction and correction structure. The proposed PF draws particles from a simple proposal density function and corrects the particles with particle-wise correction gains. We present a method to obtain an error variance of each particle and its upper bound, which is minimized to determine the correction gain. The proposed method is less restrictive on system nonlinearities and noise statistics; moreover, it can be applied regardless of system stability. The effectiveness of the proposed robust PF is illustrated via an example based on Chua's circuit.

In this paper, the problem of density estimation and clustering in sensor networks is considered. It is assumed that measurements of the sensors can be statistically modeled by a common Gaussian mixture model. This paper develops a distributed variational Bayesian algorithm (DVBA) to estimate the parameters of this model. This algorithm produces an estimate of the density of the sensor data without requiring the data to be transmitted to and processed at a central location. Alternatively, DVBA can be viewed as a distributed processing approach for clustering the sensor data into components corresponding to predominant environmental features sensed by the network. The convergence of the proposed DVBA is then investigated. Finally, to verify the performance of DVBA, we perform several simulations of sensor networks. Simulation results are very promising.