Duality-Based Stochastic Policy Optimization for Estimation with Unknown Noise Covariances.
Shahriar TalebiAmirhossein TaghvaeiMehran MesbahiPublished in: CoRR (2022)
Keyphrases
- estimation algorithm
- stochastic optimization
- stochastic programming
- optimization algorithm
- optimization problems
- random noise
- global optimization
- constrained optimization
- stochastic search
- robust estimation
- control policies
- optimization methods
- estimation error
- noise model
- missing data
- signal subspace
- optimal control problems
- noise level
- simulated annealing
- signal to noise ratio
- optimization method
- state dependent
- optimal policy
- parameter estimation