On-Line Learning of Linear Dynamical Systems: Exponential Forgetting in Kalman Filters
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Publication:6306779
arXiv1809.05870MaRDI QIDQ6306779
Jakub Marecek, Mark Kozdoba, Tigran Tchrakian, Shie Mannor
Publication date: 16 September 2018
Has companion code repository: https://github.com/jmarecek/OnlineLDS
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