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In this paper, we study the state estimation problem with an unknown guidance parameter of the interceptor, where the guidance parameter is modeled by normal-gamma distribution. To solve the problem, we propose a variational Bayesian (VB) based collaborative estimation algorithm for state and parameters, where the joint posterior distribution (JPD) of state and guidance parameter is approximated by a free-form distribution. The proposed algorithm can be divided into two-stage iterative steps: in variational Bayesian expectation (VB-E) step, with guidance parameter fixed, the cubature Kalman filter (CKF) is employed to realize state estimation. In variational Bayesian maximum (VB-M) step, the statistical characteristics of the guidance parameter are then deduced with state fixed. The state and the guidance parameter can be effectively estimated by performing VB-E and VB-M steps recursively. Finally, we illustrate the effectiveness of the proposed algorithm by a collaborative estimation problem in the two-dimensional aerial engagement scenario.

Collaborative Estimation of State and Guidance Parameter for Interceptor Based on Variational Bayesian Technique