RCUKF

Abstract

Accurate modeling is crucial in many engineering and scientific applications, yet obtaining a reliable process model for complex systems is often challenging. To address this challenge, we propose a novel framework, reservoir computing with unscented Kalman filtering (RCUKF), which integrates data-driven modeling via reservoir computing (RC) with Bayesian estimation through the unscented Kalman filter (UKF). The RC component learns the nonlinear system dynamics directly from data, serving as a surrogate process model in the UKF prediction step to generate state estimates in high-dimensional or chaotic regimes where nominal mathematical models may fail. Meanwhile, the UKF measurement update integrates real-time sensor data to correct potential drift in the data-driven model. We demonstrate RCUKF effectiveness on well-known benchmark problems and a real-time vehicle trajectory estimation task in a high-fidelity simulation environment.

Model Architecture

RCUKF architecture

Results

Standard RC vs RCUKF trajectories for next-state prediction of Lorenz System on 700 data points

Standard RC vs RCUKF trajectories for next-state prediction of Rössler System on 700 data points

Standard RC vs RCUKF trajectories for next-state prediction of Mackey–Glass Time Series on 700 data points

Real-time Lissajous tracking of a car in the MIT FlightGoggles simulation environment

BibTeX Citation

@article{ANURAG2025287,
title = {RCUKF: Data-Driven Modeling Meets Bayesian Estimation},
journal = {IFAC-PapersOnLine},
volume = {59},
number = {30},
pages = {287-292},
year = {2025},
note = {5th Conference on Modeling, Estimation and Control MECC 2025},
issn = {2405-8963},
doi = {https://doi.org/10.1016/j.ifacol.2025.12.251},
url = {https://www.sciencedirect.com/science/article/pii/S2405896325029611},
author = {Kumar Anurag and Kasra Azizi and Francesco Sorrentino and Wenbin Wan}
}