Data-driven Optimal Filtering for Linear Systems with Unknown Noise Covariances.
Shahriar TalebiAmirhossein TaghvaeiMehran MesbahiPublished in: NeurIPS (2023)
Keyphrases
- linear systems
- data driven
- dynamical systems
- sufficient conditions
- optimal solution
- linear equations
- dynamic programming
- neural network
- optimization algorithm
- median filter
- gaussian noise
- covariance matrix
- linear minimum mean square error
- salt pepper
- pid controller
- signal to noise ratio
- search space
- learning algorithm