Adaptive Learned State Estimation based on KalmanNet

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.

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.

Robust multi-sensor fusion is essential for reliable autonomy in diverse and degraded environments, where sensor reliability can fluctuate rapidly. Because different modalities fail in distinct ways, effective fusion should adaptively balance complementary cues rather than rely on fixed weighting. This adaptability is particularly important for ego-motion estimation, since accurate updates depend on the consistent integration of complementary sensor information. We propose ADM-Fusion, an end-to-end deep learning based multi-sensor fusion method designed to adapt to environmental changes and sensor degradation. ADM-Fusion employs an adaptive sensor mixture-of-experts framework with content-aware routing to dynamically assign weights to sensor inputs in real time. The system further incorporates separate translation and rotation branches, coupled through a cross-task attention mechanism to preserve task-specific specialization while enabling information sharing. ADM-Fusion is trained on the CARLA-LOC simulated dataset and subsequently fine-tuned on KITTI real-world data, demonstrating effective simulation-to-real transfer. Experiments show that ADM-Fusion remains robust under degraded conditions while maintaining competitive performance against existing methods.