Repairability of Inexact Solvers in Recursive State Estimation with Machine Learning
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Abstract (arXiv)
Recursive state estimation often executes approximate numerical solutions inside a feedback loop, where highly accurate local steps do not guarantee better overall results. For a fixed linear Kalman model, we characterize when a correction within a prescribed subspace and norm budget can meet a local admissibility tolerance, and how the defects actually executed affect the finite-horizon covariance response. Centering each defect on the exact gain for the implemented covariance separates current solve error from inherited gain drift. Expanding the exact residual-drift identity reveals opposing quartic contributions beyond the quadratic response: innovation-covariance inflation enters positively, while local-gain reoptimization enters subtractively. Under matched initialization, an absolute sixth-order remainder bound, uniform over bounded defect sequences at fixed horizon, gives sufficient conditions for quadratic under- or overprediction. Machine learning proposes bounded corrections, while a learner-independent residual certificate and verified fallback govern execution of classical and quantum candidates without changing the reference estimator. In a power-grid tolerance study, learned correction lowers the minimum conjugate-gradient iteration count for deployment without fallback relative to uncorrected solves under the same residual certificate. Gains reconstructed from a variational quantum linear solver and from an annealing-based binary encoding, with small-scale terminal measurements on superconducting hardware and sampling on a quantum annealer, are executed through the same interface. By linking local repairability to nonlinear error propagation, the framework evaluates approximate solvers and learned corrections through independent certification and finite-horizon response, providing a practical basis for studying hybrid quantum--classical computation.
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References · 10
- 2021KalmanNet: Neural Network Aided Kalman Filtering for Partially Known Dynamicscited by 132
- 2019Learning Neural PDE Solvers with Convergence Guaranteescited by 77
- 2017Adaptive Adjustment of Noise Covariance in Kalman Filter for Dynamic State Estimationcited by 17
- 2022A Deep Conjugate Direction Method for Iteratively Solving Linear Systemscited by 12
- 2024Computation-Aware Kalman Filtering and Smoothingcited by 12
- 2022A low-rank ensemble Kalman filter for elliptic observationscited by 6
- 2025Recursive KalmanNet: Deep Learning-Augmented Kalman Filtering for State Estimation with Consistent Uncertainty Quantificationcited by 6
- 2017PMU-Based Estimation of Dynamic State Jacobian Matrix and Dynamic System State Matrix in Ambient Conditionscited by 3
- 2023Policy Optimization of Finite-Horizon Kalman Filter with Unknown Noise Covariancecited by 1
- 2024A quantum algorithm for the Kalman filter using block encodingcited by 1
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