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

arXiv:2606.28441v1 Announce Type: new Abstract: 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 d...