Goto

Collaborating Authors

 Education







Data-driven Optimal Filtering for Linear Systems with Unknown Noise Covariances

Neural Information Processing Systems

This paper examines learning the optimal filtering policy, known as the Kalman gain, for a linear system with unknown noise covariance matrices using noisy output data. The learning problem is formulated as a stochastic policy optimization problem, aiming to minimize the output prediction error. This formulation provides a direct bridge between data-driven optimal control and, its dual, optimal filtering.



ANPL: Towards Natural Programming with Interactive Decomposition Di Huang

Neural Information Processing Systems

Though LLMs are capable of generating plausible programs, it's challenging to interact with the LLMs further to revise the program, especially if the user's specific requirements are different from the initial proposal.