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]

@inproceedings{KozdobaMTM19,
  title = {On-Line Learning of Linear Dynamical Systems: Exponential Forgetting in Kalman Filters},
  author = {Mark Kozdoba and Jakub Marecek and Tigran T. Tchrakian and Shie Mannor},
  year = {2019},
  url = {https://aaai.org/ojs/index.php/AAAI/article/view/4307},
  researchr = {https://researchr.org/publication/KozdobaMTM19},
  cites = {0},
  citedby = {0},
  pages = {4098-4105},
  booktitle = {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},
  publisher = {AAAI Press},
  isbn = {978-1-57735-809-1},
}