Inverse Cubature and Quadrature Kalman filtersRecent developments in counter-adversarial system research have led to the
development of inverse stochastic filters that are employed by a defender to
infer the information its adversary may have learned. Prior works addressed
this inverse cognition problem by proposing inverse Kalman filter (I-KF) and
inverse extended KF (I-EKF), respectively, for linear and non-linear Gaussian
state-space models. However, in practice, many counter-adversarial settings
involve highly non-linear system models, wherein EKF's linearization often
fails. In this paper, we consider the efficient numerical integration
techniques to address such nonlinearities and, to this end, develop inverse
cubature KF (I-CKF) and inverse quadrature KF (I-QKF). We derive the stochastic
stability conditions for the proposed filters in the
exponential-mean-squared-boundedness sense. Numerical experiments demonstrate
the estimation accuracy of our I-CKF and I-QKF with the recursive
Cramér-Rao lower bound as a benchmark.
arxiv.org