PiGGO: Physics-Guided Learnable Graph Kalman Filters for Virtual Sensing of Nonlinear Dynamic Structures under Uncertainty

Digital twins (DTs) rely on continuous synchronization between physical systems and their virtual counterparts through online parameter estimation under uncertainty. In many practical settings, however, this task is challenged by low observability, weak excitation, nonlinear dynamics, and noisy or biased measurements. In this work, we develop a new mathematical framework that integrates Weighted Flow Matching (WFM) generative modeling with physics-informed nonlinear filtering to enhance parameter estimation in DTs. WFM relies on dynamic reweighting of training samples, which guides the generative model toward parameter regimes most informative of the evolving system state. This generative component is tightly coupled with a physics-informed filtering architecture based on the Unscented Kalman Filter (UKF), yielding a unified DT framework that combines data-driven probability transport with physically consistent state and parameter estimation. The effectiveness of the new integrated framework is demonstrated within a spacecraft DT architecture, where stable moment of inertia estimation is achieved under uncertain and noisy sensing, with significant performance improvements over established approaches such as Extended Kalman Filtering (EKF) and Ensemble Kalman Filtering (EnKF). These results highlight the potential of weighted generative modeling as a core mechanism for real-time DT synchronization in operational and mission-critical systems.

Accurate dynamic models play a central role in achieving reliable control of quadcopters. Classical system identification methods remain widely used, mainly because of their interpretability. However, they often fail to capture important nonlinear effects, especially in small-scale aerial platforms where such effects become more pronounced. Data-driven approaches offer a different perspective. They can represent complex nonlinear dynamics more effectively, but this comes at the cost of reduced interpretability and the absence of well-calibrated uncertainty estimates. In this work, we propose a framework that combines physics-based modeling with data-driven learning, while explicitly accounting for uncertainty. A physics-based model is first identified using the Prediction Error Method (PEM), which captures the main structure of the system. The remaining dynamics are then modeled using a Gaussian Process (GP), allowing the residual behavior to be learned directly from data. This separation makes it possible to distinguish between known physical effects and unmodeled dynamics. The proposed framework is validated on a Duckiedrone-like experimental setup. The results show that the PEM-GP model achieves prediction accuracy comparable to that of a Long Short-Term Memory (LSTM) network, while additionally providing calibrated uncertainty estimates. This combination improves model reliability and supports uncertainty-aware decision-making.

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.