Ewa Pawłuszewicz

Adaptive State Estimation for LQG Systems using Hybrid Kalman – LSTM Filtering under Time – Varying Noise

This work presents a simulation-based proof of concept for a hybrid estimation framework integrating a standard Kalman filter (KF) with a lightweight Long Short–Term Memory (LSTM) network for sequential online prediction of process and measurement noise covariances. The LSTM is trained offline using nonstationary datas...