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Learning to Distributedly Estimate under Partially Known Dynamics: A Covariance-Agnostic Neural Kalman Consensus Filter

Summary

A novel online distributed sensing framework combining partial domain knowledge with deep neural networks for latent state estimation without requiring noise statistics. The proposed CA-NKCF outperforms traditional filters and model-free DNNs across linear, chaotic, and wireless environments, demonstrating robustness to model misspecification.

SourcearXiv Machine LearningAuthor: George Stamatelis, Kyriakos Stylianopoulos, George C. Alexandropoulos
Learning to Distributedly Estimate under Partially Known Dynamics: A Covariance-Agnostic Neural Kalman Consensus Filter
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[2606.28441] Learning to Distributedly Estimate under Partially Known Dynamics: A Covariance-Agnostic Neural Kalman Consensus Filter

[Submitted on 26 Jun 2026]

Title:Learning to Distributedly Estimate under Partially Known Dynamics: A Covariance-Agnostic Neural Kalman Consensus Filter

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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. In this paper, a novel online distributed sensing framework, where agents collaborate and exchange information to perform latent state estimation, is presented. The proposed estimator combines available partial domain knowledge with the representation capabilities of deep neural networks. In particular, the designed sensing framework incorporates prior estimates, optimized consensus weights, and Kalman-like recursive updates to perform decentralized inference, without relying on knowledge of noise statistics. Extensive experiments on linear, chaotic (Lorenz), and practical wireless tracking environments reveal that the proposed Covariance-Agnostic Neural Kalman Consensus Filter (CA-NKCF) outperforms traditional distributed Kalman and particle filters as well as purely model-free deep neural networks, exhibiting robustness even when the underlying motion and observation models are misspecified. It is also demonstrated that CA-NKCF's performance advantage remains stable across varying noise levels, random communication topologies, latent state dimensions, and observation clutter densities induced by scattering objects in wireless systems.

Comments: Under review in IEEE journal, 13 pages, 9 figures

Subjects:

Machine Learning (cs.LG); Artificial Intelligence (cs.AI); Multiagent Systems (cs.MA); Systems and Control (eess.SY)

Cite as: arXiv:2606.28441 [cs.LG]

(or arXiv:2606.28441v1 [cs.LG] for this version)

https://doi.org/10.48550/arXiv.2606.28441

arXiv-issued DOI via DataCite

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From: George Stamatelis Mr [view email] [v1] Fri, 26 Jun 2026 08:07:31 UTC (254 KB)

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Key points

  • Novel distributed sensing framework combining partial domain knowledge with deep neural networks
  • Decentralized inference without requiring noise statistics
  • Outperforms traditional Kalman filters and model-free DNNs in various environments
  • Robust to model misspecification and stable across varying conditions

Highlights and analysis are generated automatically and may contain errors. Check the original source.

Learning to Distributedly Estimate under Partially Known Dynamics: A Covariance-Agnostic Neural Kalman Consensus Filter | AI News Hub