Speeding-Up Backpropagation of Gradients Through the Kalman Filter via Closed-Form Expressions

DOI10.1109/TAC.2023.3297879arXiv2303.16846OpenAlexW4385151636MaRDI QIDQ6200016

Axel Barrau, Silvère Bonnabel, Unnamed Author

Publication date: 29 February 2024

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

Full work available at URL: https://arxiv.org/abs/2303.16846

zbMATH Keywords

backpropagationmaximum likelihood (ML)matrix derivativeKalman filter (KF)sensitivity tuning

Mathematics Subject Classification ID

Systems theory; control (93-XX)

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