arXiv Machine Learning

Structured Noise Adaptation for Sequential Bayesian Filtering with Embedded Latent Transfer Operators

arXiv:2606. 14195v1 Announce Type: new Abstract: Kalman filters based on the Embedded Latent Transfer Operators (ELTO) emerge as novel statistical tools for sequential state estimation.

arXiv AI
Jun 30

Learning to Distributedly Estimate under Partially Known Dynamics: A Covariance-Agnostic Neural Kalman Consensus Filter

arXiv:2606. 28441v1 Announce Type: cross Abstract: Online latent state estimation constitutes a fundamental challenge within the artificial intelligence field, serving as a foundational tool for diverse applications, including sequential decision making, anomaly and change-point detection.

By George Stamatelis, Kyriakos Stylianopoulos, George C. Alexandropoulos
arXiv Machine Learning
Jun 9

Conditional Normalizing Flows for Forward and Backward Joint State and Parameter Estimation

arXiv:2601. 07013v2 Announce Type: replace-cross Abstract: Traditional filtering algorithms for state estimation -- such as classical Kalman filtering, unscented Kalman filtering, and particle filters -- show performance degradation when applied to nonlinear systems whose uncertainty follows arbitrary non-Gaussian, and potentially multi-modal distributions.

By Luke S. Lagunowich, Guoxiang Grayson Tong, Daniele E. Schiavazzi