Repairability of Inexact Solvers in Recursive State Estimation with Machine Learning
Authors: Yanjun Ji, Dennis Willsch, Orkun Şensebat, Priyanka Arkalgud Ganeshamurthy, Zhi Pei, M. Sahnawaz Alam, Ivelina Stoyanova, Frank K. Wilhelm, +3 more
Recursive state estimation often executes approximate numerical solutions inside a feedback loop, where highly accurate local steps do not guarantee better overall results. For a fixed linear Kalman model, we characterize when a correction within a prescribed subspace and norm budget can meet a local admissibility tolerance, and how the defects actually executed affect the finite-horizon covariance response. Centering each defect on the exact gain for the implemented covariance separates current solve error from inherited gain drift. Expanding the exact residual-drift identity reveals opposing quartic contributions beyond the quadratic response: innovation-covariance inflation enters positively, while local-gain reoptimization enters subtractively. Under matched initialization, an absolute sixth-order remainder bound, uniform over bounded defect sequences at fixed horizon, gives sufficient conditions for quadratic under- or overprediction. Machine learning proposes bounded corrections, while a learner-independent residual certificate and verified fallback govern execution of classical and quantum candidates without changing the reference estimator. In a power-grid tolerance study, learned correction lowers the minimum conjugate-gradient iteration count for deployment without fallback relative to uncorrected solves under the same residual certificate. Gains reconstructed from a variational quantum linear solver and from an annealing-based binary encoding, with small-scale terminal measurements on superconducting hardware and sampling on a quantum annealer, are executed through the same interface. By linking local repairability to nonlinear error propagation, the framework evaluates approximate solvers and learned corrections through independent certification and finite-horizon response, providing a practical basis for studying hybrid quantum--classical computation.
We present a class of algorithms for state estimation in nonlinear, non-Gaussian state-space models. Our approach is based on a variational Lagrangian formulation that casts Bayesian inference as a sequence of entropic trust-region updates subject to dynamic consistency constraints. This framework gives rise to a family of forward-backward algorithms whose structure is determined by the chosen factorization of the variational posterior. By focusing on Gauss--Markov approximations, we derive recursive schemes with favorable computational complexity. For general nonlinear, non-Gaussian models, we close the recursions using generalized statistical linear regression and Fourier--Hermite moment matching.
Hany Abdulsamad, Ángel F. García-Fernández, Simo Särkkä
Sensor measurements are frequently corrupted by outliers and non-Gaussian noise. These imperfections in the sensor data can cause classical state estimators to generate biased and unreliable state and uncertainty estimates. Robust estimators reject or downweight outliers but do not perform measurement covariance estimation, whereas joint state and covariance estimators assume Gaussian residuals and fixed loss shape parameters. Integrating these two capabilities into a single framework is an opportunity to simultaneously estimate both state and covariance in the presence of outliers. This paper proposes a unified Block-Coordinate Descent framework that combines a norm-aware adaptive robust loss, an Iteratively Reweighted Least-Squares state update, and a Minimum Weighted Covariance Determinant covariance estimator, yielding a self-tuning joint state and covariance estimator. The framework is evaluated in a Monte-Carlo simulation and on real-world ultra-wideband localization experiments in cluttered non-line-of-sight environments. Results show that the proposed estimator consistently recovers the true inlier measurement covariance and matches or exceeds the state estimation accuracy of all baselines, without requiring any manual parameter tuning.
Alexandre Hadji-Thomas, Andrew Stirling, James R. Forbes
Recursive multi-step forecasting is usually framed as distribution shift: models are trained on observed histories but deployed on their own predictions. We show this framing is incomplete by proving that, under partial observability or state truncation, recursive rollout is also an epistemic underidentification problem. Even with deterministic latent dynamics, one-step Bayes supervision identifies behavior only on observed contexts and need not identify the deployed recursive predictor once rollout queries self-generated induced states whose correct local targets are not determined by numeric state alone. We formalize this with induced states Z and provenance variables P, and derive a decomposition of induced-state error into teacher-forcing/rollout mismatch, representation--class approximation, and provenance information gaps. Empirically, we show that rollout enters a distinct induced-state regime, that fixed induced states define a distinct local corrective task, and that closed-loop gains arise not only from local adaptation but also from changing the induced states visited during rollout. Using a simple binary provenance encoding, provenance-aware correction can further improve performance, though gains are conditional rather than uniform. These results recast exposure bias as reasoning under self-induced epistemic uncertainty.
Riku Green, Zahraa S. Abdallah, Telmo M Silva Filho