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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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1122 · Jun 202519922001200920172026
4 results for “KalmanNet”
Recursive KalmanNet: Analyse des capacités de généralisation d'un réseau de neurones récurrent guidé par un filtre de Kalmaneess.SP

Recursive KalmanNet generalizes well in noisy, out-of-distribution scenarios.

problem Generalization in noisy, out-of-distribution scenarios.
method Recurrent neural network guided by a Kalman filter.
result Recursive KalmanNet performs well in scenarios with different temporal dynamics from training data.
Kalman filterRecurrent neural networkGeneralizationNoisy dataOut-of-distribution
2025-06-25abs ↗pdf ↗
KalmanNet: Neural Network Aided Kalman Filtering for Partially Known Dynamicseess.SP

KalmanNet uses neural networks to improve state estimation in systems with unknown dynamics.

problem State estimation of systems with non-linear dynamics and partial information.
method KalmanNet integrates a recurrent neural network with the Kalman filter to handle non-linearities and model mismatches.
result KalmanNet outperforms classic filtering methods in systems with both mismatched and accurate domain knowledge.
Kalman filterneural networksstate estimationnon-linear dynamicspartial information
2021-07-21abs ↗pdf ↗
Recursive KalmanNet: Deep Learning-Augmented Kalman Filtering for State Estimation with Consistent Uncertainty Quantificationeess.SP

Recursive KalmanNet combines neural networks with Kalman filters for precise state estimation.

problem State estimation in systems with noisy measurements and non-Gaussian noise.
method Recursive KalmanNet uses a recurrent neural network to estimate states with consistent error covariance, optimizing for Gaussian negative log-likelihood.
result Recursive KalmanNet outperforms conventional Kalman filters and deep learning-based estimators in non-Gaussian noise conditions.
Kalman filterrecurrent neural networksstate estimationconsistent uncertaintynon-Gaussian noise
2025-06-13abs ↗pdf ↗