arXiv:2608. 04201v1 Announce Type: new Abstract: State estimation for nonlinear dynamical systems is commonly performed with the Unscented Kalman filter (UKF), which propagates the state moments through deterministic sigma points and reports a posterior covariance at every step.
arXiv:2608. 04201v2 Announce Type: replace Abstract: Nonlinear state estimation requires sequentially fusing model-based predictions with noisy measurements.
arXiv:2606. 02767v1 Announce Type: cross Abstract: Kalman filtering performance is highly sensitive to model mismatch and noise covariance tuning.
arXiv:2607. 24608v1 Announce Type: new Abstract: This work investigates uncertainty decomposition and explainability in a deep learning-based framework for gyroscope bias correction.
arXiv:2606. 26497v1 Announce Type: new Abstract: Bayesian filtering of partially and noisily observed dynamical systems seeks to infer the evolving conditional distribution of the state of a dynamical system, given observations, in an online fashion.
arXiv:2607. 05669v1 Announce Type: cross Abstract: Reliable localization in GNSS-denied environments remains a fundamental challenge for intelligent vehicles, as inertial navigation systems accumulate unbounded drift without external correction.
arXiv:2606. 02251v1 Announce Type: cross Abstract: Robust state estimation is central to robotic autonomy, yet classical Kalman filters struggle with frequency-dependent disturbances and model mismatch such as sensor vibrations, electromagnetic interference, and periodic noise.
The paper proposes treating a neural network’s layers as time steps in a state‑space model, converting Bayesian training into a smoothing problem. By propagating Gaussian moments forward and applying a Rauch–Tung–Striebel backward pass, weight posteriors are updated in closed form without gradient iterations or replay. The authors extend prior work by introducing a cross‑covariance identity that allows full‑covariance propagation through nonlinear activations, enabling more accurate online adaptation in non‑stationary classification, dynamics learning, and vision‑language‑action policy adaptation.
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.
arXiv:2609.13777v1 Announce Type: cross Abstract: Learned components are increasingly integrated into geometric visual--inertial estimators to provide motion, depth, bias, uncertainty, or confidence...
Kalman Delta Networks (KDNs) extend linear attention models by treating associative memory as a linear–Gaussian state‑space system, enabling the Kalman filter to optimally estimate both memory state and its uncertainty. Two GPU‑friendly approximations—Diagonal KDN and Isotropic KDN—use mean‑field variational inference or a single scalar uncertainty per head, respectively, to maintain tractable uncertainty recurrences during linear‑attention scans. Experiments on 750 M and 1.3 B‑parameter models show that KDN variants consistently lower perplexity and raise downstream accuracy compared to existing linear‑attention baselines.
arXiv:2606. 19711v1 Announce Type: cross Abstract: Field-based modeling from onboard measurements can produce autonomous underwater vehicle (AUV) maneuvering models that reflect real operating characteristics.
The paper compares different Ensemble Kalman methods for calibrating climate model parameters by minimizing the misfit between modeled and observed climate statistics. It conducts systematic numerical experiments on Lorenz-type models, including neural network parameterizations, to evaluate computational efficiency and accuracy of each method. The study examines how prior information and dimensionality affect the cost of these methods.