arXiv Machine Learning By Minhyeok Ko, Abdollah Shafieezadeh

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

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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.

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