On-Line Learning of Linear Dynamical Systems: Exponential Forgetting in Kalman Filters

Mark Kozdoba, Jakub Marecek, Tigran T. Tchrakian, Shie Mannor. On-Line Learning of Linear Dynamical Systems: Exponential Forgetting in Kalman Filters. In The Thirty-Third AAAI Conference on Artificial Intelligence, AAAI 2019, The Thirty-First Innovative Applications of Artificial Intelligence Conference, IAAI 2019, The Ninth AAAI Symposium on Educational Advances in Artificial Intelligence, EAAI 2019, Honolulu, Hawaii, USA, January 27 - February 1, 2019. pages 4098-4105, AAAI Press, 2019. [doi]

Authors

Mark Kozdoba

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Jakub Marecek

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Tigran T. Tchrakian

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Shie Mannor

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