Abstract: A modified Kalman filter may include one or more neural networks to augment or replace components of the Kalman filter in such a way that the human interpretability of the filter's inner functions is preserved. The neural networks may include a neural network to account for bias in measurement data, a neural network to account for unknown controls in predicting a state of an object, a neural network ensemble that is trained differently based on different sensor data, a neural network for determining the Kalman gain, and/or a set of Kalman filters including various neural networks that determine independent estimated states, which may be fused using Bayesian fusion to determine a final estimated state.