Online Learning of the Kalman Filter With Logarithmic Regret

DOI10.1109/tac.2022.3207670OpenAlexW3005818102MaRDI QIDQ6056035

Anastasios Tsiamis, George J. Pappas

Publication date: 29 September 2023

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2022.3207670

zbMATH Keywords

Kalman filteronline learningadaptive estimationstatistical learning

Mathematics Subject Classification ID

Systems theory; control (93-XX)

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