TrackDiffuser: Nearly Model-Free Bayesian Filtering with Diffusion Model

Fuente: arXiv
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Auteurs principaux: He, Yangguang, Li, Wenhao, Li, Minzhe, Zhang, Juan, Wang, Xiangfeng, Jin, Bo
Format: Preprint
Publié: 2025
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author He, Yangguang
Li, Wenhao
Li, Minzhe
Zhang, Juan
Wang, Xiangfeng
Jin, Bo
author_facet He, Yangguang
Li, Wenhao
Li, Minzhe
Zhang, Juan
Wang, Xiangfeng
Jin, Bo
contents State estimation remains a fundamental challenge across numerous domains, from autonomous driving, aircraft tracking to quantum system control. Although Bayesian filtering has been the cornerstone solution, its classical model-based paradigm faces two major limitations: it struggles with inaccurate state space model (SSM) and requires extensive prior knowledge of noise characteristics. We present TrackDiffuser, a generative framework addressing both challenges by reformulating Bayesian filtering as a conditional diffusion model. Our approach implicitly learns system dynamics from data to mitigate the effects of inaccurate SSM, while simultaneously circumventing the need for explicit measurement models and noise priors by establishing a direct relationship between measurements and states. Through an implicit predict-and-update mechanism, TrackDiffuser preserves the interpretability advantage of traditional model-based filtering methods. Extensive experiments demonstrate that our framework substantially outperforms both classical and contemporary hybrid methods, especially in challenging non-linear scenarios involving non-Gaussian noises. Notably, TrackDiffuser exhibits remarkable robustness to SSM inaccuracies, offering a practical solution for real-world state estimation problems where perfect models and prior knowledge are unavailable.
format Preprint
id arxiv_https___arxiv_org_abs_2502_05629
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle TrackDiffuser: Nearly Model-Free Bayesian Filtering with Diffusion Model
He, Yangguang
Li, Wenhao
Li, Minzhe
Zhang, Juan
Wang, Xiangfeng
Jin, Bo
Machine Learning
Signal Processing
State estimation remains a fundamental challenge across numerous domains, from autonomous driving, aircraft tracking to quantum system control. Although Bayesian filtering has been the cornerstone solution, its classical model-based paradigm faces two major limitations: it struggles with inaccurate state space model (SSM) and requires extensive prior knowledge of noise characteristics. We present TrackDiffuser, a generative framework addressing both challenges by reformulating Bayesian filtering as a conditional diffusion model. Our approach implicitly learns system dynamics from data to mitigate the effects of inaccurate SSM, while simultaneously circumventing the need for explicit measurement models and noise priors by establishing a direct relationship between measurements and states. Through an implicit predict-and-update mechanism, TrackDiffuser preserves the interpretability advantage of traditional model-based filtering methods. Extensive experiments demonstrate that our framework substantially outperforms both classical and contemporary hybrid methods, especially in challenging non-linear scenarios involving non-Gaussian noises. Notably, TrackDiffuser exhibits remarkable robustness to SSM inaccuracies, offering a practical solution for real-world state estimation problems where perfect models and prior knowledge are unavailable.
title TrackDiffuser: Nearly Model-Free Bayesian Filtering with Diffusion Model
topic Machine Learning
Signal Processing
url https://arxiv.org/abs/2502.05629