Robust Unscented Kalman Filtering via Recurrent Meta-Adaptation of Sigma-Point Weights

• URL: http://arxiv.org/abs/2603.04360v1
• Date: Wed, 04 Mar 2026 18:27:59 GMT
• Title: Robust Unscented Kalman Filtering via Recurrent Meta-Adaptation of Sigma-Point Weights
• Authors: Kenan Majewski, Michał Modzelewski, Marcin Żugaj, Piotr Lichota,
• Abstract summary: This work introduces the Meta-Adaptive UKF (MA-UKF), a framework that reformulates sigma-point weight as a hyper parameter optimization problem.<n>Unlike standard adaptive filters that rely on instantaneous corrections, our approach employs a Recurrent Context to compress the history of measurement innovations into a compact latent embedding.<n> Numerical benchmarks on maneuvering targets demonstrate that the MA-UKF significantly outperforms standard baselines.
• Score: 0.0
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: The Unscented Kalman Filter (UKF) is a ubiquitous tool for nonlinear state estimation; however, its performance is limited by the static parameterization of the Unscented Transform (UT). Conventional weighting schemes, governed by fixed scaling parameters, assume implicit Gaussianity and fail to adapt to time-varying dynamics or heavy-tailed measurement noise. This work introduces the Meta-Adaptive UKF (MA-UKF), a framework that reformulates sigma-point weight synthesis as a hyperparameter optimization problem addressed via memory-augmented meta-learning. Unlike standard adaptive filters that rely on instantaneous heuristic corrections, our approach employs a Recurrent Context Encoder to compress the history of measurement innovations into a compact latent embedding. This embedding informs a policy network that dynamically synthesizes the mean and covariance weights of the sigma points at each time step, effectively governing the filter's trust in the prediction versus the measurement. By optimizing the system end-to-end through the filter's recursive logic, the MA-UKF learns to maximize tracking accuracy while maintaining estimation consistency. Numerical benchmarks on maneuvering targets demonstrate that the MA-UKF significantly outperforms standard baselines, exhibiting superior robustness to non-Gaussian glint noise and effective generalization to out-of-distribution (OOD) dynamic regimes unseen during training.

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