Adaptive Input Estimation in Linear Dynamical Systems with Applications to Learning-from-Observations

19 Jun 2018Sebastian CuriKfir Y. LevyAndreas Krause

We address the problem of estimating the inputs of a dynamical system from measurements of the system's outputs. To this end, we introduce a novel estimation algorithm that explicitly trades off bias and variance to optimally reduce the overall estimation error... (read more)

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