Duality-Based Stochastic Policy Optimization for Estimation with Unknown Noise Covariances.
Shahriar TalebiAmirhossein TaghvaeiMehran MesbahiPublished in: ACC (2023)
Keyphrases
- estimation algorithm
- stochastic optimization
- estimation error
- stochastic programming
- optimization problems
- model free reinforcement learning
- stochastic search
- optimization algorithm
- global optimization
- constrained optimization
- random noise
- noisy data
- optimization procedure
- optimal control problems
- linear programming
- control policies
- highly non linear
- covariance matrix
- noise reduction
- monte carlo
- missing data
- signal subspace
- evolutionary algorithm
- maximum likelihood
- arbitrary shape
- random variables