Effectiveness of Bayesian filters: An information fusion perspective

Tiancheng Li, Juan M. Corchado, Javier Bajo, Shudong Sun, Juan Francisco de Paz

Abstract: Highlights•A fundamental issue concerned the effectiveness of the Bayesian filter is raised.•The observation-only (O2) inference is presented for dynamic state estimation.•The “probability of filter benefit” is defined and quantitatively analyzed.•Convincing simulations demonstrate that many filters can be easily ineffective.