Digital twin technologies have the potential to improve operational flexibility and responsiveness capabilities of nuclear systems. To provide decision support, cyber event characterization, state estimation, predictive control, and real-time dynamic processing of operational data, however, an efficient digital twin needs to integrate multiple models (data-driven as well as physics-based) with explainability while at the same time maintain two-way synchronization with the physical facility at a time constant less than its operational cycle. In this work, we present the Purdue University Reactor One Digital Twin (PUR-1 DT), a cyber-physical digital twin with a complete high-fidelity physics-based and AI-driven virtual model stack (neutronics, thermal-hydraulics, point kinetics) which provides closed-loop explainable diagnostics, forecasting, predictive control, and action recommendation back to the reactor via two-way communications and a cyber-physical testbed. We demonstrate real-time synchronized state estimation and short-term forecasting over a full reactor operational cycle and conduct a series of benchmarking experiments to validate accuracy and latency. Our results show good agreement with experimental results and lay the groundwork for further development and experimental demonstration of DT-enabled functionalities in real-world facilities.
State estimation in magnetohydrodynamic flows is critical for real-time monitoring of liquid metal blankets in tokamak fusion reactors. Due to the multiphysics nature of these phenomena, high-fidelity simulations are computationally prohibitive for real-time applications. This work investigates a data- driven Reduced Order Model framework: the Shallow Recurrent Decoder (SHRED) coupled with Principal Component Analysis, to map sparse temperature measurements to the full thermo-hydraulic system's state. The major contribution of this work lies in the two-parameter analysis of a fully three-dimensional domain representative of the DEMO breeding blanket configuration. Here, the flow is subjected to an external magnetic field varying in direction and intensity and is hindered by two cylinders acting as a water-cooling system, which impose a temperature boundary condition on their surfaces. This double-parametric magnetic variation induces nonlinear transitions in the flow dynamics, ranging from chaotic behavior at low magnetic field intensities to laminarized regimes at high intensities, characterized by the formation of asymmetric side layers at an inclination angle of 30 degrees. SHRED reconstruction maintains a mean relative error of approximately 5% for the temperature, pressure, and velocity fields. This accuracy is maintained across both weak and strong magnetic fields, ranging from 0.075 T to 0.300 T, and for inclination angles from 5 to 30 degrees, reflecting its dominant toroidal component. These errors are only slightly larger than the lower error bound dictated by low-rank truncation. The results establish SHRED as a reliable state estimator for complex and realistic engineering applications involving completely unseen parametric scenarios and validate it as an accurate real-time state estimation technique suitable for online monitoring and control of real facilities.
Maitrey Gramopadhye, Prakash Baskaran, Xiao Liu +2cs.RO cs.AI
Effective human-robot collaboration in industrial settings requires robots to understand human intentions and assist with task planning, reducing workload. Recent works have explored the use of Multi-modal Large Language Models (MM-LLMs) for task planning in such data-scarce scenarios, leveraging in-context learning to interpret user actions and generate long-horizon action plans in natural language. However, MM-LLMs inherently lack an understanding of system states and do not track state transitions, often leading to hallucinated actions that deviate from the intended goal. Additionally, generating action plans in natural language tends to limit the generated plans to a high level, introducing ambiguity in action execution. To address these limitations, we propose the State-aware Task Estimator and Planner (STEP), which prompts a MM-LLM to explicitly estimate the state of the system and predict the state transitions resulting from executed actions. By forecasting future states alongside actions, STEP ensures task-convergent planning while also providing additional assistance parameters necessary for executing the predicted actions. We evaluate STEP in a simulated environment using a robot assembly task. Our approach outperforms the state-of-the-art by 32.8% in action executability and 14.8% in final-state error.
Many feature-based visual-inertial odometry (VIO) systems rely on sparse feature tracking, whose accuracy and robustness directly affect state estimation. Classical KLT trackers rely primarily on local image patches and can become unreliable under rapid motion or in low-texture environments. We propose KLTNet, a lightweight learning-based, plug-and-play sparse feature tracker designed to replace classical KLT trackers in KLT-based VIO front ends. KLTNet follows a coarse-to-fine, dense-to-sparse architecture that combines low-resolution dense optical flow for robust global motion initialization with triplet-patch refinement for accurate and temporally consistent tracking. A fixed reference patch provides a stable anchor throughout each feature track and helps reduce accumulated tracking drift. In addition, KLTNet predicts anisotropic confidence weights supervised through differentiable multi-view triangulation, which can be used as observation weights in compatible VIO estimators. Experiments with VINS-Mono and OpenVINS on public benchmarks and a self-collected low-texture dataset demonstrate improved tracking and odometry accuracy over classical KLT, while maintaining real-time performance on an embedded platform.
Daniel Grønhaug, Sofie Markeset, Mathias Kolbergcs.RO cs.CV
We present a vision-only state estimation system for X-configuration quadcopters equipped with a canonical stereo camera pair and no inertial sensors. The system operates entirely in the body frame, requiring only synchronised stereo images and motor thrust commands. A continuous-discrete extended Kalman filter on a composite manifold state $\langle SE(3), \mathbb{R}^3, \ldots \rangle$ maintains estimates of body-frame pose, velocity, angular velocity, gravity, and disturbances, using stationary scene points as implicit inertial references. Feature points are detected (FAST, Shi-Tomasi), tracked temporally (SSD, Lucas-Kanade) and matched across cameras (NCC), with search regions predicted from filter-derived pose and point uncertainty. Chi-squared gating on the normalised innovation admits only stationary points to the filter. The system also produces a sparse 3D point cloud carrying per-point position, velocity and joint covariance. These come from a 4-view (two stereo pairs at two timestamps) full bundle adjustment that jointly estimates position and velocity from stereo disparity and temporal parallax, with the filter-derived relative pose as a prior. Feature points in the EKF do not enter the solver; their information is reflected through the pose prior. Point cloud density is spatially adaptive: an external focus point directs allocation, producing dense coverage in the region of attention and sparse coverage elsewhere. The output is a body-frame state estimate, a calibrated pose change, and a sparse scene flow. It is intended as a measurement source for a downstream world model anchored in the current body frame, without dependence on GPS, IMU, or any world-frame infrastructure, though the architecture accommodates their future integration.
Augusto Bernardo Pissarra, Victor Lorena de Farias Souzacs.AI
Large language models (LLMs) have become the dominant interface of clinical artificial intelligence, yet the interface they expose (text in, text out, one context window at a time) maintains no explicit, persistent, governed representation of what is currently true about a patient. This paper argues that longitudinal clinical reasoning is a state-estimation problem under partial observability, and that the axis on which clinical AI succeeds or fails is not the fluency of the model reading the record but the governance of the patient state it reasons over. We distinguish generated context from governed state; separate five objects that clinical AI habitually conflates (true state, observations, evidence, belief, and simulated state); define a tiered governance standard against which any clinical AI system can be audited; and show that an operational definition of accountability decomposes into four information requirements: an immutable evidence ledger with awareness-time versioning, a belief state distinct from accumulated evidence, an observation-process model, and claim-level causal typing. We are explicit that this decomposition is analytic rather than a necessity theorem, and that its value is conceptual hygiene: it converts "accountable clinical AI" from a slogan into an audit instrument. A six-level maturity framework separates what a system makes governable from what it can compute, locating current LLM-centric practice at high capability but low maturity. The paper is fully self-contained: the four research questions the framework poses are stated in the introduction, and the conclusion records what the paper establishes toward each; future work develops the buildable core of the architecture and the research program toward full Clinical World Models. No empirical result is claimed here.
San Kim, Won Chang, Daniel B. Forger +1math.NA stat.ML
Filtering combines model predictions with measurements to estimate the probability density function (PDF) of a system state over time. The PDF often becomes highly asymmetric and even multimodal in nonlinear systems with oscillatory or chaotic dynamics. Such non-Gaussian features violate the single-Gaussian assumption underlying Kalman-type filters. To address this problem, Gaussian mixture filtering has been proposed. However, accurately propagating mixture components and adaptively adjusting their number and weights over time remain open challenges. Here, we develop an adaptive split-combine Gaussian mixture filter (AMF) that estimates the time evolution of asymmetric and multimodal PDFs by adaptively splitting and combining Gaussian particles without auxiliary online numerical optimization. Notably, the proposed splitting method guarantees a reduction in variance along a target level-set-point direction of a Gaussian particle. This enables accurate and efficient propagation of particles. We show that AMF consistently outperforms various baseline filters across diverse benchmarks, including single and coupled slow-fast Van der Pol oscillators and the Lorenz attractor. We also propose a parallel implementation of AMF, allowing high-fidelity PDF estimation with practical computational cost.
Nonlinear state estimation requires sequentially fusing model-based predictions with noisy measurements. Under imperfect dynamics and unknown, time-varying noise statistics, this fusion can degrade in both accuracy and statistical consistency. Existing learning-aided filters largely treat accuracy and uncertainty estimation separately, limiting their ability to correct model-mismatch-induced bias while retaining an explicit, calibrated posterior covariance. This paper introduces Unscented KalmanNet (UKN), a model-based deep learning architecture that extends the Unscented Kalman Filter (UKF) with learned mechanisms for these two sources of filtering error while preserving explicit posterior covariance propagation. NoiseNet learns time-varying process and measurement covariances as bounded multiplicative corrections to baseline covariances, guaranteeing positive definiteness, while GainNet learns a bounded residual correction to the analytical UKF gain to compensate for model-mismatch-induced bias. A calibration-aware training objective couples state error with posterior covariance and innovation consistency terms through adaptive weighting, jointly optimizing accuracy and calibration. UKN is benchmarked against UKF, KalmanNet, and Bayesian KalmanNet on three synthetic systems and real-flight UZH-FPV data. It achieves the lowest state-estimation error in all four examples and reduces RMSE by 26.4-49.7% compared with UKF in the synthetic cases. Leave-one-sequence-out cross-validation over 11 flights shows 22.4% and 34.3% reductions in mean position and velocity RMSE, respectively. UKN also yields the lowest fold-to-fold variability, with dimension-normalized NEES and empirical coverage closest to nominal values among covariance-reporting filters. These results show that structured learned adaptation improves estimation accuracy while retaining calibrated uncertainty.
Mariela De Lucas Álvarez, Melvin Laux, Arthur de Freitas Precht +4cs.LG
This work investigates uncertainty decomposition and explainability in a deep learning-based framework for gyroscope bias correction. A 1-D Convolutional Neural Network is trained to predict residual angular rate corrections from multi-sensor inputs, including gyroscope and star tracker measurements. The bias corrections are sent to a flight-representative Gyro-Stellar Estimator. The network produces both mean corrections and input-dependent (heteroscedastic) aleatoric uncertainty, while epistemic uncertainty is estimated via an ensemble of independently trained models. The proposed approach is trained under nominal conditions and evaluated in both nominal and structured perturbations that include additive and temporally correlated noise. Gradient-based attribution methods are applied to both the correction and uncertainty outputs, enabling a decomposition of the evidence that drives state updates and uncertainty estimates. By aggregating attribution patterns across rotational axes and regimes, we reveal axis-specific behaviors and characterize how structured perturbations influence the collaboration between aleatoric and epistemic uncertainty. Uncertainty analysis shows that aleatoric uncertainty increases with perturbation intensity, but the distributions overlap and the calibration is not consistent across regimes. On the other hand, epistemic uncertainty gives a clear signal that gets clearer as the distributional shift happens, showing that the models disagree more. These results show that aleatoric and epistemic uncertainty work well together and that epistemic uncertainty is better at distinguishing between nominal and perturbed operating conditions. The results provide insight into the behavior of hybrid learning-based state estimation components and motivate the use of uncertainty for downstream monitoring and fault detection.
Ahmet Demirkaya, Georgios Stratis, Tales Imbiriba +2cs.LG eess.SY
Ordinary differential equations (ODEs) are widely used to model dynamical systems in physics, biology, neuroscience, and physiology, but in many applications some equations of the dynamics are unknown and only a subset of the state variables are measured. We propose a hybrid neural--physics framework in which the known components of the ODE are kept explicit and the missing components are represented by a neural network. The proposed method consists of two stages where we alternate between state and parameter estimation and iterate until a predetermined criterion is met. Specifically, in the first step, we treat the model parameters as being known and we infer the latent states from the available measurements using a Rauch--Tung--Striebel (RTS) smoother. In the second stage, we treat the smoothed trajectories as being known and use them to estimate the neural networks' parameters through backpropagation. We evaluate the method on benchmark systems spanning linear, nonlinear, and stiff dynamics under partial state observation. Across these settings, the proposed method learns missing ODE components from incomplete measurements while exploiting and retaining interpretable mechanistic structure and improving latent-state reconstruction and long-horizon prediction.
Everest Yang, Skye Thompson, George D. Konidariscs.RO cs.LG
Surgical tissue retraction requires effective manipulation planning under partial and noisy perception. We study state estimation for deformable tissue retraction, where only sparse observations of the tissue surface are available at decision time. We propose a learned state estimator that reconstructs the full deformable mesh state from 40 noisy vertex observations. The estimator combines a multilayer perceptron with a low-dimensional PCA latent representation and is trained using geometry-aware regularization that encourages smooth and physically plausible deformations. We evaluate the approach in a 2D deformable sheet simulation using single-step and multi-step retraction planning. Results show that the learned estimator achieves 98.1% of oracle performance in multi-step retraction while supporting efficient inference. These results demonstrate that learned, geometry-regularized state estimation can support effective deformable manipulation under realistic perception constraints.
Sensor-rich data-driven applications increasingly use Bayesian approaches to infer latent states of dynamic systems from noisy sensor measurements and physical models. Yet the computation of the likelihood remains an essential bottleneck for accurate posteriors and performant inference. This paper presents a Bayesian filtering technique that uses processor-native uncertainty tracking for both uncertainty propagation and inference. The technique implements deterministic hierarchical importance restructuring through a native operation, giving deterministic latency and bounded memory use for arbitrary models written as program code. Benchmarks across three nonlinear state-space systems compare the approach against particle filters and Monte-Carlo-based likelihood estimators. The technique enables deterministic approximate filtering with as high as 805$\times$ average speedup against direct Monte Carlo work at matched result quality for model evaluation, and Pareto-dominant accuracy-latency trade-offs for posterior inference while remaining competitive in RMSE with baseline particle filters.
The state of a dynamic system evolves over time, switching among several latent modes that govern its observable behavior. Filtering methods infer the latent state from observations. Classical filtering approaches, including Kalman filters, typically rely on simple observation models, such as linear-Gaussian models, that are incapable of characterizing the increasingly nonlinear and heterogeneous patterns in high-dimensional sensor signals. To tackle the challenge, we propose Generative Bayesian Filtering (GBF), a filtering framework that replaces restrictive observation models with pretrained conditional generative models parametrized by conditional variational autoencoders (CVAE). For online inference, GBF performs a Bayesian prediction-update recursion in which the measurement update is formulated as a posterior sampling problem that combines the dynamical prior with the CVAE-induced likelihood. The resulting filtering problem is then transformed into a score-based sampling problem, which naturally inherits the flexibility from generative models and the uncertainty quantification capabilities from ensembling. Experiments on synthetic datasets and real-world applications involving manufacturing system monitoring and arrhythmia diagnosis demonstrate that GBF improves state estimation accuracy and robustness relative to baseline approaches.
The accuracy of consumer-grade inertial navigation is bottlenecked by the stochastic noise of Micro-Electro-Mechanical Systems (MEMS). Traditional deterministic neural architectures often succumb to ``estimation jittering,'' sacrificing high-frequency kinematic fidelity for numerical stability. We propose PedestrianDiffusion, a multimodal spectral-domain generative framework reformulating dense 6D state estimation as a continuous conditional denoising process. By operating in the frequency domain, our formulation bounds the spectral covariance, acting as a mathematical preconditioner to stabilize the reverse diffusion trajectory. Furthermore, we introduce a zero-shot semantic conditioning mechanism leveraging vision-language embeddings as categorical priors to generalize across heterogeneous sensor noise profiles. To address the computational intractability of generative tracking, we deploy a single-step deterministic probability flow ODE solver ($T=1$). This yields high-capacity asynchronous batch trajectory refinement, establishing the viability of generative architectures for asynchronous batch trajectory refinement on edge hardware. Extensive evaluations on the OxIOD, RIDI, RoNIN, and TLIO benchmarks demonstrate that PedestrianDiffusion achieves state-of-the-art performance, exhibiting unprecedented robustness to impulse perturbations and coupled 6D kinematic drift. This work provides a rigorous algorithmic blueprint for next-generation Neural Inertial Measurement Units (N-IMUs).
Traditional variational Kalman filtering with unknown noise statistics suffers from inconsistent process covariance estimation and slow convergence speed, limiting its practical utility. To address these issues, we introduce a surrogate variable representing the process-noise-free state, which enables explicit modeling and inference of process noise statistics. In addition, we reformulate the conventional coordinate ascent variation inference (CAVI) as a marginalized maximum a posteriori problem, followed by a single-step hyperparameter fitting. This reformulation obviates the need for multiple inner iterations inherent to CAVI and decouples the design of the covariance tracking filters. Consequently, this architecture permits the deployment of higher-order filters for covariance tracking and enables sliding-window hyperparameter estimation. Notably, when this window encompasses all historical data, the covariance tracking estimator intrinsically operates as a zero-phase filter. Numerical simulations validate the theoretical framework, demonstrating the enhanced convergence speed and superior estimation accuracy compared with existing methods.
Physics-informed neural networks (PINNs) have emerged as a powerful tool for solving nonlinear partial differential equations (PDEs), including battery electrochemical models. They typically en-force conservation laws within the loss function to ensure physically consistent solutions. Tradi-tional numerical methods such as finite difference, finite volume, and finite element techniques, re-ly on discretization and can be computationally expensive for nonlinear systems. To address this challenge, PINNs offer improved scalability, particularly for reduced-order models like the single particle model with electrolyte (SPMe). The SPMe describes lithium-ion battery dynamics through coupled diffusion, transport, reaction kinetics, and voltage equations. Despite these advantages, training SPMe-based PINNs from scratch for different battery chemistries or operating conditions is demanding and often leads to slow convergence. To overcome this limitation, this work introduces a transfer learning framework for SPMe-PINNs. The model is first pretrained to learn general elec-trochemical dynamics and then adapted to a target battery by transferring weights, freezing se-lected layers, and fine tuning the remaining parameters, including estimating key electrochemical variables. Validation using PyBaMM demonstrates accurate voltage prediction, indicating that the proposed approach preserves electrochemical consistency while reducing training time and ena-bling efficient generalization across batteries.
Seyed Farzad Bahreinian, Maziar Palhang, Mohammad Reza Taban +1cs.RO cs.AI
Nowadays mobile robots have wide engineering applications. Simultaneous localization and mapping (SLAM) is an important task of these robots. The major and common algorithms used for this task are based on extended Kalman filter (EKF). One of the main problems in EKF-based SLAM is its divergence. The nonlinearity of motion and observation models and linearization error are the main reasons for the divergence. There have been some efforts to address this problem with limited success. In this paper, by applying a simple compass and using an effective transformation, we transform the non-linear state space model into a linear model. Then, by applying the original KF to this model, we reach a new method, which is called LMKF SLAM. We show that the LMKF SLAM is significantly superior to the state-of-the-art methods, especially EKF-based SLAMs, both in accuracy, convergence, and computational complexity. The proposed method is also more stable with respect to the uncertainty of sensors values and changes in system parameters. Experimental results verify these points.
George Stamatelis, Kyriakos Stylianopoulos, George C. Alexandropouloscs.LG cs.AI cs.MA eess.SY
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.
Andres Enriquez Fernandez, John J. Birdcs.LG eess.SY
Physical or operational constraints often impose communications limitations on autonomous agents. Such limitations complicate monitoring or multiagent coordination. Even when strong communications are absent, some information may still be available. The remainder of the relevant agent state may be reconstructed via estimation. The actions taken by an agent are a potential source of information -- as the agent interacts with the environment, these actions may be observed even in the absence of explicit communication. We investigate using actions to estimate the state of an agent, using reinforcement learning to develop policies which make the estimation problem more tractable. Policy observability is encouraged through the training reward and is analyzed using simulation of the trained agent. In an aircraft tracking problem a policy with enhanced observability is found that has minimal impact on nominal task performance.
Bodhisatwa Kundu, Anish Rooj, Sumit Saha +4cs.AR cs.LG
State estimation is the closed-loop core of every real-time tracking system, from radar surveillance and counter-UAV defense to autonomous driving and robotics. These deployments run on edge platforms, where defense systems mount on vehicles and drones, and civilian pipelines live on cars and handheld devices. Here, every additional watt of compute erodes mission duration or operational range. Two hard constraints follow: each new measurement must be fused before the next control cycle, and the total compute must fit within a strict battery and thermal power envelope. The Linear and Extended Kalman Filters (LKF, EKF) are dominant estimators on these systems, but today they execute almost exclusively on CPUs, which serialize multi-object tracking (MOT) updates, or on custom FPGA/ASIC accelerators that lengthen design cycles. Contemporary AI-PC SoCs, like the Intel Core Ultra Series 1 and 2, integrate a low-power, data-parallel Neural Processing Unit (NPU). We therefore ask whether the Kalman filter can be mapped onto this existing matrix engine to meet real-time and low-power budgets simultaneously, avoiding a dedicated accelerator and keeping the CPU and GPU free for primary workloads. We present KATANA, an NPU-aware optimization framework delivering the first end-to-end mapping of the LKF and EKF onto a commercial NPU, alongside a cross-platform characterization on shipping AI-PC silicon. KATANA applies three algebraic graph rewrites: subtract-to-add reformulation via a precomputed negative-projection matrix H_neg, static-shape tensor fusion, and block-diagonal batched parallelization, ensuring 100% of operations execute on the DPU matrix engine. On the Series 2, the optimized batched EKF reaches 223.35 FPS at 13.43 W active power, and the LKF reaches 408.73 FPS at 14.05 W, delivering up to a 97.9% reduction in dynamic energy versus the CPU implementation.
Kalman filters based on the Embedded Latent Transfer Operators (ELTO) emerge as novel statistical tools for sequential state estimation. However, a critical limitation stems from their use of simplified noise models, which fail to dynamically adapt to non-stationary processes. To address this limitation, we introduce an ELTO-based Bayesian filtering approach with a new structured parameterization for the filter's noise model. This parameterization enables structured noise adaptation, which couples the data-driven learning of an optimal time-invariant noise model with dynamic parameter adaptation that responds to changes in dynamics within non-stationary processes. Empirical results show that our structured noise adaptation improves the filter's dynamic state estimation performance in noisy, time-varying environments.
Jiho Lee, Nisar R. Ahmed, Rebecca Russellcs.RO cs.LG
Kalman filtering performance is highly sensitive to model mismatch and noise covariance tuning. Learning-based approaches address these limitations but typically rely on supervised training with large datasets and do not produce consistent uncertainty estimates. In this paper, we propose a self-supervised Hybrid Adaptive Kalman Filter that learns structured corrections to system dynamics and process noise covariance from measurements alone while preserving the probabilistic structure of the filter. This allows the innovation likelihood to be computed and subsequently used for model classification via generalized Bayesian inference. Experimental results on real-world and simulated datasets demonstrate improved estimation accuracy and statistical consistency as well as robust classification performance across both low-data and large-data scenarios.
Adnan Harun Dogan, Berken Utku Demirel, Christian Holzcs.RO cs.AI eess.SP
Robust state estimation is central to robotic autonomy, yet classical Kalman filters struggle with frequency-dependent disturbances and model mismatch such as sensor vibrations, electromagnetic interference, and periodic noise. Although Deep Kalman Filter (DKF) variants extend the Extended Kalman Filtering (EKF) framework by learning latent transitions, they lack explicit mechanisms to suppress band-limited noise components that typically corrupt sensor measurements in real-world scenarios. We introduce the Frequency-Weighted Neural Kalman Filter (FW-NKF), a unified hybrid approach that embeds a causal spectral-shaping operator into the Kalman measurement residual and jointly learns observation, and transition networks. By adapting both the filter spectrum and the latent state representation, FW-NKF attenuates the noise-dominated frequency bands while capturing complex residual structures. We conduct extensive experiments on four heterogeneous benchmarks, including chaotic systems such as multi-dimensional Lorenz systems and full-body inertial pose estimation, and find a reduction in localization error of up to 10% as well as marked improvements in orientation accuracy. Our ablation studies confirm that frequency weighting and deep latent-state modeling contribute to overall performance.
Accurate state estimation of nonlinear dynamical systems is fundamental to modern aerospace operations across air, sea, and space domains. Online tracking of adversarial unmanned aerial vehicles (UAVs) is especially challenging due to agile nonlinear motion, noisy and sparse sensor measurements, and unknown control inputs; conditions that violate key assumptions of classical Kalman filter variants and degrade estimation performance. Neural networks (NNs) can learn complex nonlinear relationships from data, but lack principled uncertainty quantification, which is critical for state estimation tasks where confidence bounds drive downstream decisions. We address this with Bayesian Neural Networks (BNNs), which model uncertainty through distributions over network weights and produce predictive means and uncertainties via Monte Carlo sampling. Building on this, we propose the Bayesian Neural Kalman Filter (BNKF): a hybrid framework coupling a trained BNN with a Kalman correction step for robust online UAV state estimation. Unlike related neural Kalman approaches, BNKF produces full state predictions and incorporates Bayesian uncertainty directly into covariance propagation, improving robustness under high noise conditions. We evaluate BNKF under varying radar noise levels and sampling rates using synthetic nonlinear UAV flight data. Five fold cross validation demonstrates that BNKF outperforms Extended and Unscented Kalman Filters in accuracy, precision, and truth containment under degraded sensing. An ensemble variant (BNKFe) further improves precision in high-noise edge cases at a slight accuracy tradeoff. Runtime analysis confirms minimal inference overhead, supporting real-time deployment feasibility.
Marcus Haywood-Alexander, Gregory Duthé, Eleni Chatzics.LG physics.app-ph
Digital twins provide a powerful paradigm for diagnostic and prognostic tasks in the monitoring and control of engineered systems; however, their deployment for complex structures remains challenged by model-form uncertainty, arising from unknown nonlinear dynamics, and by sparse sensing. These limitations hinder reliable online state estimation using either purely physics-based or purely data-driven approaches. This work introduces the Physics-Guided Graph Neural ODE (PiGGO) framework, a physics-informed, graph-based Bayesian state estimation approach in which a learned graph neural ordinary differential equation (GNODE) serves as the continuous-time state-transition model within an extended Kalman filter. The graph representation explicitly defines the system state-space, while physics-guided inductive biases encode known structural relationships and constrain the learning of nonlinear dynamics. By integrating graph-native learned dynamics with recursive Bayesian filtering, the proposed PiGGO framework enables online virtual sensing and uncertainty-aware state estimation for nonlinear systems with unknown model form, while maintaining generalisation across topologically similar structures. Numerical case studies demonstrate improved robustness to model uncertainty and measurement noise, outperforming both open-loop graph neural models and conventional filtering approaches in online prediction tasks.