Hi. I have read in several articles that it is possible to improve the performance of the Kalman Filter using neural networks to dynamically change the filter model, thus adapting it to the non-modeled variations of the system with greater efficiency.
I have the Kalman filter working correctly, but I don't know how to incorporate the information provided by the neural networks, nor with what parameters to train them.
I am a beginner in the subject and would appreciate some advice on how to implement this at a simulation level in matlab.