Probabilistic Monitoring of Sensors in State-Space With Variational Bayesian Inference

Measurements quality is important for process systems engineering. In this paper, an estimation scheme is proposed in the state-space form to monitor the degree of accuracy of measurements within a predefined horizon. Under the assumption that all the sensors are uncorrelated with each other, the distribution of measurement noise co-variance as well as the distribution of state vector are estimated simultaneously. The key technique is to approximate the true posterior distribution by two independent proposal distributions using the variational Bayesian inference. It is shown that the proposed algorithm provides not only a complete picture of the working status of each sensor, but also satisfied estimates of the hidden states in the presence of faulty signals. Numerical examples with a moving target tracking model and a quadrate water tank experiment are conducted to demonstrate that the proposed method exhibits better performance than the existing methods, and even a small fluctuation of sensors can be accurately captured by the proposed algorithm.