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On-Line Learning of Linear Dynamical Systems: Exponential Forgetting in Kalman Filters - MaRDI portal

On-Line Learning of Linear Dynamical Systems: Exponential Forgetting in Kalman Filters

From MaRDI portal
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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