arXiv Machine Learning

Hybrid Adaptive Kalman Filtering for Data-Efficient Joint Tracking and Classification

arXiv:2606. 02767v1 Announce Type: cross Abstract: Kalman filtering performance is highly sensitive to model mismatch and noise covariance tuning.

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