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

Shahriar Talebi Amirhossein Taghvaei Mehran Mesbahi

Published in: CoRR (2023)

Keyphrases

linear systems
data driven
dynamical systems
sufficient conditions
linear equations
coefficient matrix
salt pepper
filtering method
median filter
noise reduction
sparse linear systems
signal to noise ratio
dynamic programming
gaussian noise
real time
covariance matrix
search algorithm
support vector