arXiv cs.LG
6/30/2026

Learning to Distributedly Estimate under Partially Known Dynamics: A Covariance-Agnostic Neural Kalman Consensus Filter
Short summary
A new distributed filtering method (CA-NKCF) combines neural networks with Kalman-like updates to estimate system states without prior knowledge of noise statistics. Tested on linear dynamics, chaotic systems (Lorenz), and wireless tracking, it outperforms traditional Kalman filters, particle filters, and pure neural networks—even when motion models are misspecified. The approach enables decentralized inference across collaborating agents.
- •Novel covariance-agnostic neural Kalman filter for distributed state estimation
- •Outperforms traditional Kalman, particle filters, and pure neural networks
- •Robust to model misspecification and varying noise levels
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