Data-driven Optimal Filtering for Linear Systems with Unknown Noise Covariances

Shahriar Talebi, Amirhossein Taghvaei, Mehran Mesbahi. Data-driven Optimal Filtering for Linear Systems with Unknown Noise Covariances. In Alice Oh, Tristan Naumann, Amir Globerson, Kate Saenko, Moritz Hardt, Sergey Levine, editors, Advances in Neural Information Processing Systems 36: Annual Conference on Neural Information Processing Systems 2023, NeurIPS 2023, New Orleans, LA, USA, December 10 - 16, 2023. 2023. [doi]

Abstract

Abstract is missing.