KalmanNet: Neural Network Aided Kalman Filtering for Partially Known Dynamics
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Abstract (arXiv)
State estimation of dynamical systems in real-time is a fundamental task in signal processing. For systems that are well-represented by a fully known linear Gaussian state space (SS) model, the celebrated Kalman filter (KF) is a low complexity optimal solution. However, both linearity of the underlying SS model and accurate knowledge of it are often not encountered in practice. Here, we present KalmanNet, a real-time state estimator that learns from data to carry out Kalman filtering under non-linear dynamics with partial information. By incorporating the structural SS model with a dedicated recurrent neural network module in the flow of the KF, we retain data efficiency and interpretability of the classic algorithm while implicitly learning complex dynamics from data. We demonstrate numerically that KalmanNet overcomes non-linearities and model mismatch, outperforming classic filtering methods operating with both mismatched and accurate domain knowledge.
Key facts. Cited by 128 papers in the map (data through 7 Oct 2026). Builds on 26 of its 82 references that are in the map. First posted on arXiv 21 Jul 2021.
Builds on
26 of 82 references.
References · 26
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- 2016Backprop KF: Learning Discriminative Deterministic State Estimatorscited by 47
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- 2017Long Short-Term Memory Kalman Filters:Recurrent Neural Estimators for Pose Regularizationcited by 36
- 2019Combining Generative and Discriminative Models for Hybrid Inferencecited by 34
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- 2017State Space LSTM Models with Particle MCMC Inferencecited by 11
- 2019Fitting a Kalman Smoother to Datacited by 9
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- 2015Robust Kalman Filtering under Model Perturbationscited by 4
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- 2021Learning the tuned liquid damper dynamics by means of a robust EKFcited by 2
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Citing papers per year: 2021: 3; 2022: 9; 2023: 15; 2024: 25; 2025: 40; 2026: 36.
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- 2024Deep Generative Data Assimilation in Multimodal Settingcited by 28
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- 2026Online Learning via Learned Latent Bayesian Tracking25 Sep 2026
- 2026Repairability of Inexact Solvers in Recursive State Estimation with Machine Learning23 Sep 2026
- 2026Cost-Accuracy Trade-offs: Neural Operator vs Classical Numerical Solver21 Sep 2026
- 2026Large Distant Gradients Need Not Be Reliable: reliability-weighted credit assignment for long-horizon autoregressive forecasting11 Sep 2026
- 2026Unscented KalmanNet: Structure-Preserving Deep Learning with Calibrated Posterior Uncertainty under Incomplete Physics and Unknown Noise4 Aug 2026
- 2026Attribution and Uncertainty Behavior of Learned Residual Gyro Correction for Gyro-Stellar Estimation27 Jul 2026
- 2026Operator Neural Jump ODEs: L2-optimal prediction in function spaces25 Jul 2026
- 2026RTS Smoother-Guided Learning of Physics-Based Neural Differential Models16 Jul 2026
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