FW-NKF: Frequency-Weighted Neural Kalman Filters

Fuente: arXiv
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Autori principali: Dogan, Adnan Harun, Demirel, Berken Utku, Holz, Christian
Natura: Preprint
Pubblicazione: 2026
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author Dogan, Adnan Harun
Demirel, Berken Utku
Holz, Christian
author_facet Dogan, Adnan Harun
Demirel, Berken Utku
Holz, Christian
contents Robust state estimation is central to robotic autonomy, yet classical Kalman filters struggle with frequency-dependent disturbances and model mismatch such as sensor vibrations, electromagnetic interference, and periodic noise. Although Deep Kalman Filter (DKF) variants extend the Extended Kalman Filtering (EKF) framework by learning latent transitions, they lack explicit mechanisms to suppress band-limited noise components that typically corrupt sensor measurements in real-world scenarios. We introduce the Frequency-Weighted Neural Kalman Filter (FW-NKF), a unified hybrid approach that embeds a causal spectral-shaping operator into the Kalman measurement residual and jointly learns observation, and transition networks. By adapting both the filter spectrum and the latent state representation, FW-NKF attenuates the noise-dominated frequency bands while capturing complex residual structures. We conduct extensive experiments on four heterogeneous benchmarks, including chaotic systems such as multi-dimensional Lorenz systems and full-body inertial pose estimation, and find a reduction in localization error of up to 10% as well as marked improvements in orientation accuracy. Our ablation studies confirm that frequency weighting and deep latent-state modeling contribute to overall performance.
format Preprint
id arxiv_https___arxiv_org_abs_2606_02251
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle FW-NKF: Frequency-Weighted Neural Kalman Filters
Dogan, Adnan Harun
Demirel, Berken Utku
Holz, Christian
Robotics
Artificial Intelligence
Signal Processing
Robust state estimation is central to robotic autonomy, yet classical Kalman filters struggle with frequency-dependent disturbances and model mismatch such as sensor vibrations, electromagnetic interference, and periodic noise. Although Deep Kalman Filter (DKF) variants extend the Extended Kalman Filtering (EKF) framework by learning latent transitions, they lack explicit mechanisms to suppress band-limited noise components that typically corrupt sensor measurements in real-world scenarios. We introduce the Frequency-Weighted Neural Kalman Filter (FW-NKF), a unified hybrid approach that embeds a causal spectral-shaping operator into the Kalman measurement residual and jointly learns observation, and transition networks. By adapting both the filter spectrum and the latent state representation, FW-NKF attenuates the noise-dominated frequency bands while capturing complex residual structures. We conduct extensive experiments on four heterogeneous benchmarks, including chaotic systems such as multi-dimensional Lorenz systems and full-body inertial pose estimation, and find a reduction in localization error of up to 10% as well as marked improvements in orientation accuracy. Our ablation studies confirm that frequency weighting and deep latent-state modeling contribute to overall performance.
title FW-NKF: Frequency-Weighted Neural Kalman Filters
topic Robotics
Artificial Intelligence
Signal Processing
url https://arxiv.org/abs/2606.02251