mlsanityData to 7 Oct 2026

Weak in the NEES?: Auto-tuning Kalman Filters with Bayesian Optimization

arXiv 1807.08855 ↗First posted 23 Jul 2018stat.ML cs.LG cs.ROcited by 10

Not on the map. Why?

Abstract (arXiv)

Kalman filters are routinely used for many data fusion applications including navigation, tracking, and simultaneous localization and mapping problems. However, significant time and effort is frequently required to tune various Kalman filter model parameters, e.g. process noise covariance, pre-whitening filter models for non-white noise, etc. Conventional optimization techniques for tuning can get stuck in poor local minima and can be expensive to implement with real sensor data. To address these issues, a new "black box" Bayesian optimization strategy is developed for automatically tuning Kalman filters. In this approach, performance is characterized by one of two stochastic objective functions: normalized estimation error squared (NEES) when ground truth state models are available, or the normalized innovation error squared (NIS) when only sensor data is available. By intelligently sampling the parameter space to both learn and exploit a nonparametric Gaussian process surrogate function for the NEES/NIS costs, Bayesian optimization can efficiently identify multiple local minima and provide uncertainty quantification on its results.

Key facts. Cited by 10 papers in the map (data through 7 Oct 2026). First posted on arXiv 23 Jul 2018.

Builds on

No reference list yet.

Built on by

Cited by year (2026 to 7 Oct)

Citing papers per year: 2021: 1; 2022: 0; 2023: 3; 2024: 2; 2025: 1; 2026: 3.

10 papers.