Potential-energy gating for robust state estimation in bistable stochastic systems

TL;DR

Potential-energy gating is a novel physics-inspired method that improves the robustness of state estimation in bistable stochastic systems by modulating observation trust based on the system's energy landscape, outperforming standard filters.

Contribution

The paper introduces potential-energy gating, a new approach that enhances Bayesian filters' robustness in bistable systems by leveraging the energy landscape to modulate observation trust.

Findings

Significant RMSE reduction (57-80%) over standard filters.

Robustness to parameter misspecification, maintaining >47% improvement.

Effective in real-world ice-core data analysis of climate events.

Abstract

We introduce potential-energy gating, a method for robust state estimation in systems governed by double-well stochastic dynamics. The observation noise covariance of a Bayesian filter is modulated by the local value of a known or assumed potential energy function: observations are trusted when the state is near a potential minimum and progressively discounted as it approaches the barrier separating metastable wells. This physics-based mechanism differs from statistical robust filters, which treat all state-space regions identically, and from constrained filters, which bound states rather than modulating observation trust. The approach is especially relevant in non-ergodic or data-scarce settings where only a single realization is available and statistical methods alone cannot learn the noise structure. We implement gating within Extended, Unscented, Ensemble, and Adaptive Kalman filters and particle filters, requiring only two additional hyperparameters. Monte Carlo benchmarks (100 replications) on a Ginzburg-Landau double-well with 10% outlier contamination show 57-80% RMSE improvement over the standard Extended Kalman Filter, all statistically significant (p < 10^{-15}, Wilcoxon test). A naive topological baseline using only well positions achieves 57%, confirming that the continuous energy landscape adds ~21 percentage points. The method is robust to misspecification: even with 50% parameter errors, improvement never falls below 47%. Comparing externally forced and spontaneous Kramers-type transitions, gating retains 68% improvement under noise-induced transitions whereas the naive baseline degrades to 30%. As an empirical illustration, we apply the framework to Dansgaard-Oeschger events in the NGRIP delta-18O ice-core record, estimating asymmetry gamma = -0.109 (bootstrap 95% CI: [-0.220, -0.011]) and showing that outlier fraction explains 91% of the variance in filter improvement.