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most citedLoad-balanced Gather-scatter Patterns for Sparse Deep Neural Networks

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math.OC2023

Policy Optimization of Finite-Horizon Kalman Filter with Unknown Noise Covariance

Haoran Li, Yuan-Hua Ni

This paper is on learning the Kalman gain by policy optimization method. Firstly, we reformulate the finite-horizon Kalman filter as a policy optimization problem of the dual syste…