让卡尔曼滤波自动调整权重,应对复杂噪声和动态变化。
Robust Unscented Kalman Filtering via Recurrent Meta-Adaptation of Sigma-Point Weights
- 用记忆增强的元学习动态调节滤波权重
- 在机动目标跟踪中显著降低非高斯噪声影响
- 适合需要强鲁棒性的实时状态估计场景
无迹卡尔曼滤波(UKF)是广泛用于非线性状态估计的工具,但其性能受限于无迹变换(UT)的静态参数化。传统加权方案依赖固定缩放参数,隐含假设为高斯分布,无法适应时变动态或重尾测量噪声。本文提出元自适应无迹卡尔曼滤波(MA-UKF),将sigma点权重生成重构为超参数优化问题,通过带记忆的元学习求解。不同于依赖即时启发式修正的标准自适应滤波,本方法采用循环上下文编码器,将测量残差历史压缩为紧凑潜在嵌入,由策略网络在每一步动态生成均值与协方差权重,从而控制滤波器对预测与测量的信任程度。通过端到端优化滤波递归逻辑,MA-UKF在保持估计一致性的同时最大化追踪精度。数值实验表明,该方法在机动目标跟踪任务中显著优于标准基线,在非高斯闪烁噪声下表现更鲁棒,并能有效泛化至训练中未见的分布外(OOD)动态情形。
原文摘要 · Abstract (English)
The Unscented Kalman Filter (UKF) is a ubiquitous tool for nonlinear state estimation; however, its performance is limited by the static parameterization of the Unscented Transform (UT). Conventional weighting schemes, governed by fixed scaling parameters, assume implicit Gaussianity and fail to adapt to time-varying dynamics or heavy-tailed measurement noise. This work introduces the Meta-Adaptive UKF (MA-UKF), a framework that reformulates sigma-point weight synthesis as a hyperparameter optimization problem addressed via memory-augmented meta-learning. Unlike standard adaptive filters that rely on instantaneous heuristic corrections, our approach employs a Recurrent Context Encoder to compress the history of measurement innovations into a compact latent embedding. This embedding informs a policy network that dynamically synthesizes the mean and covariance weights of the sigma points at each time step, effectively governing the filter's trust in the prediction versus the measurement. By optimizing the system end-to-end through the filter's recursive logic, the MA-UKF learns to maximize tracking accuracy while maintaining estimation consistency. Numerical benchmarks on maneuvering targets demonstrate that the MA-UKF significantly outperforms standard baselines, exhibiting superior robustness to non-Gaussian glint noise and effective generalization to out-of-distribution (OOD) dynamic regimes unseen during training.
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