# Learning to Distributedly Estimate under Partially Known Dynamics: A Covariance-Agnostic Neural Kalman Consensus Filter

arXiv: https://arxiv.org/abs/2606.28441 · HTML: https://mlsanity.com/paper/2606.28441/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 29 of its 65 references that are in the map.
- First posted on arXiv 26 Jun 2026.

## Builds on (most cited first, 29 of 29)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
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- [LSTM: A Search Space Odyssey](https://mlsanity.com/paper/1503.04069/) (2015)
- [Structured Inference Networks for Nonlinear State Space Models](https://mlsanity.com/paper/1609.09869/) (2016)
- [Deep Kalman Filters](https://mlsanity.com/paper/1511.05121/) (2015)
- [Model-Based Deep Learning](https://mlsanity.com/paper/2012.08405/) (2020)
- [KalmanNet: Neural Network Aided Kalman Filtering for Partially Known Dynamics](https://mlsanity.com/paper/2107.10043/) (2021)
- [Sequential Neural Models with Stochastic Layers](https://mlsanity.com/paper/1605.07571/) (2016)
- [A Disentangled Recognition and Nonlinear Dynamics Model for Unsupervised Learning](https://mlsanity.com/paper/1710.05741/) (2017)
- [Long Short-Term Memory Kalman Filters:Recurrent Neural Estimators for Pose Regularization](https://mlsanity.com/paper/1708.01885/) (2017)
- [Combining Generative and Discriminative Models for Hybrid Inference](https://mlsanity.com/paper/1906.02547/) (2019)
- [Learned Robust PCA: A Scalable Deep Unfolding Approach for High-Dimensional Outlier Detection](https://mlsanity.com/paper/2110.05649/) (2021)
- [DANSE: Data-driven Non-linear State Estimation of Model-free Process in Unsupervised Learning Setup](https://mlsanity.com/paper/2306.03897/) (2023)
- [Latent-KalmanNet: Learned Kalman Filtering for Tracking from High-Dimensional Signals](https://mlsanity.com/paper/2304.07827/) (2023)
- [Parameter Sharing with Network Pruning for Scalable Multi-Agent Deep Reinforcement Learning](https://mlsanity.com/paper/2303.00912/) (2023)
- [RTSNet: Learning to Smooth in Partially Known State-Space Models (Preprint)](https://mlsanity.com/paper/2110.04717/) (2021)
- [A Tutorial on 5G Positioning](https://mlsanity.com/paper/2311.10551/) (2023)
- [CTD4 -- A Deep Continuous Distributional Actor-Critic Agent with a Kalman Fusion of Multiple Critics](https://mlsanity.com/paper/2405.02576/) (2024)
- [Dual-Balancing for Physics-Informed Neural Networks](https://mlsanity.com/paper/2505.11117/) (2025)
- [A Distributed Control Framework for a Team of Unmanned Aerial Vehicles for Dynamic Wildfire Tracking](https://mlsanity.com/paper/1704.02630/) (2017)
- [LumiMAS: A Comprehensive Framework for Real-Time Monitoring and Enhanced Observability in Multi-Agent Systems](https://mlsanity.com/paper/2508.12412/) (2025)
- [Graph-CNNs for RF Imaging: Learning the Electric Field Integral Equations](https://mlsanity.com/paper/2503.14439/) (2025)
- [Distributed Kalman filtering with event-triggered communication: a robust approach](https://mlsanity.com/paper/2205.08208/) (2022)
- [Radio Localization and Sensing -- Part I: Fundamentals](https://mlsanity.com/paper/2209.00245/) (2022)
- [IMAS2: Joint Agent Selection and Information-Theoretic Coordinated Perception In Dec-POMDPs](https://mlsanity.com/paper/2510.20009/) (2025)

## Abstract (arXiv)

Online latent state estimation constitutes a fundamental challenge within the artificial intelligence field, serving as a foundational tool for diverse applications, including sequential decision making, anomaly and change-point detection. In this paper, a novel online distributed sensing framework, where agents collaborate and exchange information to perform latent state estimation, is presented. The proposed estimator combines available partial domain knowledge with the representation capabilities of deep neural networks. In particular, the designed sensing framework incorporates prior estimates, optimized consensus weights, and Kalman-like recursive updates to perform decentralized inference, without relying on knowledge of noise statistics. Extensive experiments on linear, chaotic (Lorenz), and practical wireless tracking environments reveal that the proposed Covariance-Agnostic Neural Kalman Consensus Filter (CA-NKCF) outperforms traditional distributed Kalman and particle filters as well as purely model-free deep neural networks, exhibiting robustness even when the underlying motion and observation models are misspecified. It is also demonstrated that CA-NKCF's performance advantage remains stable across varying noise levels, random communication topologies, latent state dimensions, and observation clutter densities induced by scattering objects in wireless systems.
