arXiv Machine Learning

Unscented KalmanNet: a hybrid deep learning filter with calibrated posterior covariance for nonlinear state estimation

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 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 10

Nonlinear Estimator: Dual Bayesian Affine Estimators for Parameter Learning

arXiv:2606. 10111v1 Announce Type: new Abstract: This paper presents a nonlinear parameter estimator for Wiener-type state-space models obtained as a fixed-point architecture that couples two affine minimum mean-squared error (MMSE) estimators: one for the unknown parameters and one for latent variables.

By Sasan Vakili, Dani\"el Woonings, Pradyumna Paruchuri, Peyman Mohajerin Esfahani
arXiv Machine Learning
Jul 2

Nonlinear Bayesian Estimator for Parameter Learning: A Fixed-Point Characterization

arXiv:2606. 10111v2 Announce Type: replace Abstract: This paper presents a nonlinear parameter estimator for Wiener-type state-space models obtained as a fixed-point architecture that couples two affine minimum mean-squared error (MMSE) estimators: one for the unknown parameters and one for latent variables.

By Sasan Vakili, Dani\"el Woonings, Pradyumna Paruchuri, Peyman Mohajerin Esfahani