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Online Learning of the Kalman Filter with Logarithmic Regret

Online Learning of the Kalman Filter with Logarithmic Regret

IEEE Transactions on Automatic Control (TAC), 2020
12 February 2020
Anastasios Tsiamis
George Pappas
ArXiv (abs)PDFHTML

Papers citing "Online Learning of the Kalman Filter with Logarithmic Regret"

17 / 17 papers shown
Logarithmic Regret and Polynomial Scaling in Online Multi-step-ahead Prediction
Logarithmic Regret and Polynomial Scaling in Online Multi-step-ahead Prediction
Jiachen Qian
Yang Zheng
120
1
0
16 Nov 2025
Differentiable Adaptive Kalman Filtering via Optimal Transport
Differentiable Adaptive Kalman Filtering via Optimal Transport
Yangguang He
Wenhao Li
Minzhe Li
Juan Zhang
Xiangfeng Wang
Bo Jin
131
0
0
09 Aug 2025
Online Linear Regression in Dynamic Environments via Discounting
Online Linear Regression in Dynamic Environments via Discounting
Andrew Jacobsen
Ashok Cutkosky
378
13
0
29 May 2024
The Complexity of Sequential Prediction in Dynamical Systems
The Complexity of Sequential Prediction in Dynamical Systems
Vinod Raman
Unique Subedi
Ambuj Tewari
361
1
0
09 Feb 2024
Spectral Statistics of the Sample Covariance Matrix for High Dimensional
  Linear Gaussians
Spectral Statistics of the Sample Covariance Matrix for High Dimensional Linear Gaussians
Muhammad Naeem
Miroslav Pajic
214
0
0
10 Dec 2023
From Spectral Theorem to Statistical Independence with Application to
  System Identification
From Spectral Theorem to Statistical Independence with Application to System Identification
Muhammad Naeem
Amir Khazraei
Miroslav Pajic
201
3
0
16 Oct 2023
Can Transformers Learn Optimal Filtering for Unknown Systems?
Can Transformers Learn Optimal Filtering for Unknown Systems?IEEE Control Systems Letters (L-CSS), 2023
Haldun Balim
Zhe Du
Samet Oymak
N. Ozay
288
18
0
16 Aug 2023
Learning and Concentration for High Dimensional Linear Gaussians: an
  Invariant Subspace Approach
Learning and Concentration for High Dimensional Linear Gaussians: an Invariant Subspace Approach
Muhammad Naeem
197
2
0
04 Apr 2023
Statistical Learning Theory for Control: A Finite Sample Perspective
Statistical Learning Theory for Control: A Finite Sample PerspectiveIEEE Control Systems (IEEE Control Syst. Mag.), 2022
Anastasios Tsiamis
Ingvar M. Ziemann
Nikolai Matni
George J. Pappas
575
97
0
12 Sep 2022
Fairness in Forecasting of Observations of Linear Dynamical Systems
Fairness in Forecasting of Observations of Linear Dynamical SystemsJournal of Artificial Intelligence Research (JAIR), 2022
Quan Zhou
Jakub Mareˇcek
Robert Shorten
AI4TS
534
7
0
12 Sep 2022
Kalman Filtering with Adversarial Corruptions
Kalman Filtering with Adversarial CorruptionsSymposium on the Theory of Computing (STOC), 2021
Sitan Chen
Frederic Koehler
Ankur Moitra
Morris Yau
AAML
209
10
0
11 Nov 2021
Linear Systems can be Hard to Learn
Linear Systems can be Hard to LearnIEEE Conference on Decision and Control (CDC), 2021
Anastasios Tsiamis
George J. Pappas
216
48
0
02 Apr 2021
Streaming Linear System Identification with Reverse Experience Replay
Streaming Linear System Identification with Reverse Experience ReplayNeural Information Processing Systems (NeurIPS), 2021
Prateek Jain
S. Kowshik
Dheeraj M. Nagaraj
Praneeth Netrapalli
OffRL
385
24
0
10 Mar 2021
Online Learning for Unknown Partially Observable MDPs
Online Learning for Unknown Partially Observable MDPsInternational Conference on Artificial Intelligence and Statistics (AISTATS), 2021
Mehdi Jafarnia-Jahromi
Rahul Jain
A. Nayyar
329
24
0
25 Feb 2021
Improved rates for prediction and identification of partially observed
  linear dynamical systems
Improved rates for prediction and identification of partially observed linear dynamical systemsInternational Conference on Algorithmic Learning Theory (ALT), 2020
Holden Lee
575
11
0
19 Nov 2020
Exact Asymptotics for Linear Quadratic Adaptive Control
Exact Asymptotics for Linear Quadratic Adaptive ControlJournal of machine learning research (JMLR), 2020
Feicheng Wang
Lucas Janson
268
17
0
02 Nov 2020
Fairness in Forecasting and Learning Linear Dynamical Systems
Fairness in Forecasting and Learning Linear Dynamical SystemsAAAI Conference on Artificial Intelligence (AAAI), 2020
Quan-Gen Zhou
Jakub Mareˇcek
Robert Shorten
AI4TS
341
7
0
12 Jun 2020
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