# A Model-Free Kullback-Leibler Divergence Filter for Anomaly Detection in Noisy Data Series

arXiv: https://arxiv.org/abs/2405.03047 · HTML: https://mlsanity.com/paper/2405.03047/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 5 May 2024.

## Built on by (most cited first, 1 of 1)

- [Distributional sentiment modeling and anomaly detection for consumer complaint assessment](https://mlsanity.com/paper/2609.31653/) (2026)

## Abstract (arXiv)

We propose a Kullback-Leibler Divergence (KLD) filter to extract anomalies within data series generated by a broad class of proximity sensors, along with the anomaly locations and their relative sizes. The technique applies to devices commonly used in engineering practice, such as those mounted on mobile robots for non-destructive inspection of hazardous or other environments that may not be directly accessible to humans. The raw data generated by this class of sensors can be challenging to analyze due to the prevalence of noise over the signal content. The proposed filter is built to detect the difference of information content between data series collected by the sensor and baseline data series. It is applicable in a model-based or model-free context. The performance of the KLD filter is validated in an industrial-norm setup and benchmarked against a peer industrially-adopted algorithm.