Mathéo Clavaud

Recursive KalmanNet: Deep Learning-Augmented Kalman Filtering for State Estimation with Consistent Uncertainty Quantification

2025 · arXiv (Cornell University)

State estimation in stochastic dynamical systems with noisy measurements is a challenge. While the Kalman filter is optimal for linear systems with independent Gaussian white noise, real-world conditions often deviate from these assumptions, prompting the …