Spectral Pre-Filtering for Context-Adaptive Sensor Fusion: A Four-Role FFT-GDCB Integration for High-Stakes Decision Systems
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 optimalit...
| Authors | Oleg Miroshnichenko |
|---|---|
| Primary category | cs.LG |
| Published | 22 August 2026 |
| Last updated at source | 22 August 2026 |
Silytics shows public metadata from arXiv and links to the original. Information may be incomplete or out of date. Last refreshed 17 October 2026. Licenses and terms of the original apply to the work itself. Not financial, legal or professional advice.