RKFNet: A novel neural network aided robust Kalman filter

Hao, Pengcheng, Karakuş, Oktay ORCID: https://orcid.org/0000-0001-8009-9319 and Achim, Alin 2025. RKFNet: A novel neural network aided robust Kalman filter. Signal Processing 230 , 109856. 10.1016/j.sigpro.2024.109856

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Abstract

Driven by the filtering challenges in linear systems disturbed by non-Gaussian heavy-tailed noise, robust Kalman filters (RKFs) leveraging diverse heavy-tailed distributions have been introduced. However, the RKFs rely on precise noise models, and large model errors can degrade their filtering performance. Also, the posterior approximation by the employed variational Bayesian (VB) method can further decrease the estimation precision. Here, we introduce an innovative RKF method, the RKFNet, which combines the heavy-tailed-distribution-based RKF framework with the deep learning technique and eliminates the need for the precise parameter estimation of the heavy-tailed distributions. To reduce the VB approximation error, the mixing-parameter-based function and the scale matrix are estimated by the incorporated neural network structures. Also, the stable training process is achieved by our proposed unsupervised scheduled sampling (USS) method, where a loss function based on the Student’s t (ST) distribution is utilised to overcome the disturbance of the noise outliers and the filtering results of the traditional RKFs are employed as reference sequences. Furthermore, the RKFNet is evaluated against various RKFs and recurrent neural networks (RNNs) under three kinds of heavy-tailed measurement noises, and the simulation results showcase its efficacy in terms of estimation accuracy and efficiency.

Item Type:	Article
Date Type:	Publication
Status:	Published
Schools:	Schools > Computer Science & Informatics
Publisher:	Elsevier
ISSN:	0165-1684
Date of First Compliant Deposit:	3 December 2025
Date of Acceptance:	10 December 2024
Last Modified:	03 Dec 2025 16:45
URI:	https://orca.cardiff.ac.uk/id/eprint/182881

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