Search Results for author: Kaiming Tang

Found 1 papers, 0 papers with code

Approximate Optimal Filter for Linear Gaussian Time-invariant Systems

no code implementations9 Mar 2021 Kaiming Tang, Shengbo Eben Li, Yuming Yin, Yang Guan, Jingliang Duan, Wenhan Cao, Jie Li

The equivalence holds given certain conditions about initial state distributions and policy formats, in which the system state is the estimation error, control input is the filter gain, and control objective function is the accumulated estimation error.

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