用最优传输实现在线噪声漂移自适应,无需标签重训练
Differentiable Adaptive Kalman Filtering via Optimal Transport
- 通过一步预测似然连接状态估计与噪声漂移
- 在有限训练数据下仍保持高精度,合成与真实数据均有效
- 首个无需标签或重训练的在线学习滤波器,适合动态环境
基于学习的滤波方法在非线性动态系统中表现优异,尤其当噪声统计未知时。然而,在实际部署中,环境因素(如风速变化或电磁干扰)可能引发未观测到的噪声统计漂移,导致学习方法性能显著下降。为此,我们提出 OTAKNet,首个针对学习型自适应卡尔曼滤波中噪声统计漂移的在线解决方案。不同于现有方法依赖完整轨迹的离线批量匹配微调,OTAKNet通过一步预测测量似然将状态估计与漂移关联,并利用最优传输(Optimal Transport)进行处理。该方法借助最优传输的几何感知代价和稳定梯度,实现完全在线自适应,无需真值标签或重新训练。我们在合成数据及真实世界 NCLT 数据集上对比了 OTAKNet 与经典模型驱动的自适应卡尔曼滤波及离线学习方法,结果表明其在训练数据有限情况下仍具优越性能。
原文摘要 · Abstract (English)
Learning-based filtering has demonstrated strong performance in non-linear dynamical systems, particularly when the statistics of noise are unknown. However, in real-world deployments, environmental factors, such as changing wind conditions or electromagnetic interference, can induce unobserved noise-statistics drift, leading to substantial degradation of learning-based methods. To address this challenge, we propose OTAKNet, the first online solution to noise-statistics drift within learning-based adaptive Kalman filtering. Unlike existing learning-based methods that perform offline fine-tuning using batch pointwise matching over entire trajectories, OTAKNet establishes a connection between the state estimate and the drift via one-step predictive measurement likelihood, and addresses it using optimal transport. This leverages OT's geometry - aware cost and stable gradients to enable fully online adaptation without ground truth labels or retraining. We compare OTAKNet against classical model-based adaptive Kalman filtering and offline learning-based filtering. The performance is demonstrated on both synthetic and real-world NCLT datasets, particularly under limited training data.
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