Online Learning of the Kalman Filter with Logarithmic Regret

Online Learning of the Kalman Filter with Logarithmic Regret

12 February 2020

Anastasios Tsiamis

George Pappas

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

11 / 11 papers shown

Title
Model-free Online Learning for the Kalman Filter: Forgetting Factor and Logarithmic Regret Jiachen Qian Yang Zheng KELM 43 0 0 13 May 2025
Online Linear Regression in Dynamic Environments via Discounting Andrew Jacobsen Ashok Cutkosky 46 5 0 29 May 2024
Spectral Statistics of the Sample Covariance Matrix for High Dimensional Linear Gaussians Muhammad Naeem Miroslav Pajic 18 0 0 10 Dec 2023
Learning and Concentration for High Dimensional Linear Gaussians: an Invariant Subspace Approach Muhammad Naeem 29 2 0 04 Apr 2023
Statistical Learning Theory for Control: A Finite Sample Perspective Anastasios Tsiamis Ingvar M. Ziemann Nikolai Matni George J. Pappas 28 73 0 12 Sep 2022
Kalman Filtering with Adversarial Corruptions Sitan Chen Frederic Koehler Ankur Moitra Morris Yau AAML 27 10 0 11 Nov 2021
Online Learning for Unknown Partially Observable MDPs Mehdi Jafarnia-Jahromi Rahul Jain A. Nayyar 34 20 0 25 Feb 2021
Improved rates for prediction and identification of partially observed linear dynamical systems Holden Lee 21 10 0 19 Nov 2020
Fairness in Forecasting and Learning Linear Dynamical Systems Quan-Gen Zhou Jakub Mareˇcek Robert Shorten AI4TS 24 7 0 12 Jun 2020
Sample Complexity of Kalman Filtering for Unknown Systems Anastasios Tsiamis Nikolai Matni George J. Pappas 27 53 0 27 Dec 2019
Spectral Filtering for General Linear Dynamical Systems Elad Hazan Holden Lee Karan Singh Cyril Zhang Yi Zhang 45 97 0 12 Feb 2018