Inverse Unscented Kalman Filter

arXiv:2304.01698v2 Announce Type: replace-cross
Abstract: Rapid advances in designing cognitive and counter-adversarial systems have motivated the development of inverse Bayesian filters. In this setting, a cognitive 'adversary' tracks its target of interest via a stochastic framework such as a Kalman filter (KF). The target or 'defender' then employs another inverse stochastic filter to infer the forward filter estimates of the defender computed by the adversary. For linear systems, the inverse Kalman filter (I-KF) has been recently shown to be effective …

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