University of Washington, Seattle, WA, 98105; Harvard University, Cambridge, MA, 02138; University of Washington, Seattle, WA, 98105
Shahriar Talebi, Amirhossein Taghvaei, Mehran Mesbahi
Optimal filtering;data-driven control;stochastic optimization;learning
Data-driven Optimal Filtering for Linear Systems with Unknown Noise Covariances