analiza aiqbench
This research presents a computationally efficient spectral pre-filtering technique that enhances context-adaptive Kalman filters by removing periodic noise contamination from sensor data. By leveraging a four-role FFT integration, the method simultaneously whitens colored noise, cleans innovation residuals, and generates spectral features for downstream bandit algorithms without altering existing pipeline architectures. The approach demonstrates significant performance gains across diverse high-stakes domains, including autonomous vehicle tracking and clinical drug dosing, offering a practical solution for improving state estimation in systems with structured signal artifacts.
Spectral Pre-Filtering for Context-Adaptive Sensor Fusion: A Four-Role FFT-GDCB Integration for High-Stakes Decision Systems
arXiv:2608.22023v1 Announce Type: new Abstract: Context-adaptive Kalman filters calibrate their noise covariance matrices Q and R from innovation residuals via online regression. When the underlying sensor or signal carries periodic structure -- mechanical LiDAR rotation harmonics, engine vibration, ground multipath, weekly and annual demand cycles, dosing-interval rhythms, weekly media-buying cadence -- the regression input is contaminated and the fitted covariance models structural modes rather than genuine state uncertainty. We introduce a four-role FFT pre-filter that solves this problem at $O(N\log N)$ cost and serves three additional roles "for free": (i) it whitens coloured noise before the Kalman update, restoring the optimality assumption; (ii) it cleans innovations before covariance regression, preventing periodic contamination of $\hat{R}$ and $\hat{Q}$; (iii) it generates spectral context features that enrich the downstream bandit's regime-selection state; (iv) it deseasonalises the input feature vector before any supervised regression that produces a sensitivity coefficient (beta, dose offset, bid modifier). We position the algorithm inside the Gated Decoupled Compositional Bandits (GDCB) family, where it acts as a preprocessing layer for the supervised scaler. The single $O(N\log N)$ FFT call thereby serves four downstream consumers, fits in <0.1% of the sensor-fusion or pricing-pipeline compute budget, and is a drop-in addition with no changes to the Kalman filter, bandit, or runtime composition operator. We summarise empirical validation across six independent domains (rocket descent, autonomous-vehicle tracking, short-term rental pricing, clinical drug dosing, airline fare distribution, and ad-operations bid calibration), all returning a PROVES verdict under a pre-registered evaluation protocol.
Abstract:Context-adaptive Kalman filters calibrate their noise covariance matrices Q and R from innovation residuals via online regression. When the underlying sensor or signal carries periodic structure -- mechanical LiDAR rotation harmonics, engine vibration, ground multipath, weekly and annual demand cycles, dosing-interval rhythms, weekly media-buying cadence -- the regression input is contaminated and the fitted covariance models structural modes rather than genuine state uncertainty. We introduce a four-role FFT pre-filter that solves this problem at $O(N\log N)$ cost and serves three additional roles "for free": (i) it whitens coloured noise before the Kalman update, restoring the optimality assumption; (ii) it cleans innovations before covariance regression, preventing periodic contamination of $\hat{R}$ and $\hat{Q}$; (iii) it generates spectral context features that enrich the downstream bandit's regime-selection state; (iv) it deseasonalises the input feature vector before any supervised regression that produces a sensitivity coefficient (beta, dose offset, bid modifier). We position the algorithm inside the Gated Decoupled Compositional Bandits (GDCB) family, where it acts as a preprocessing layer for the supervised scaler. The single $O(N\log N)$ FFT call thereby serves four downstream consumers, fits in <0.1% of the sensor-fusion or pricing-pipeline compute budget, and is a drop-in addition with no changes to the Kalman filter, bandit, or runtime composition operator. We summarise empirical validation across six independent domains (rocket descent, autonomous-vehicle tracking, short-term rental pricing, clinical drug dosing, airline fare distribution, and ad-operations bid calibration), all returning a PROVES verdict under a pre-registered evaluation protocol.
Machine Learning (cs.LG)
C.3; I.2.9; I.5.4; G.3
arXiv:2608.22023 [cs.LG]
(or arXiv:2608.22023v1 [cs.LG] for this version)
https://doi.org/10.48550/arXiv.2608.22023 Focus to learn more arXiv-issued DOI via DataCite (pending registration)
arXivLabs is a framework that allows collaborators to develop and share new arXiv features directly on our website.
Both individuals and organizations that work with arXivLabs have embraced and accepted our values of openness, community, excellence, and user data privacy. arXiv is committed to these values and only works with partners that adhere to them.
Have an idea for a project that will add value for arXiv's community? Learn more about arXivLabs.
Text integral sub licența deschisă a publicației · 339 cuvinte
