Adaptive Kalman Filtering by Covariance Sampling
Why this work is in the frame
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Bibliographic record
Abstract
It is well known that the performance of the Kalman filter deteriorates when the system noise statistics are not available a priori. In particular, the adjustment of measurement noise covariance is deemed paramount as it directly affects the estimation accuracy and plays the key role in applications such as sensor selection and sensor fusion. This letter proposes a novel adaptive scheme by approximating the measurement noise covariance distribution through finite samples, assuming the noise to be white with a normal distribution. Exploiting these samples in approximation of the system state a posteriori leads to a Gaussian mixture model (GMM), the components of which are acquired by Kalman filtering. The resultant GMM is then reduced to the closest normal distribution and also used to estimate the measurement noise covariance. Compared to previous adaptive techniques, the proposed method adapts faster to the unknown parameters and thus provides a higher performance in terms of estimation accuracy, which is confirmed by the simulation results.
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Full frame distilled prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.
Codex and Gemma teacher scores by category
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.000 | 0.000 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.000 | 0.000 |
| Bibliometrics | 0.000 | 0.000 |
| Science and technology studies | 0.002 | 0.000 |
| Scholarly communication | 0.002 | 0.001 |
| Open science | 0.002 | 0.000 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.000 | 0.000 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it