2 papers
math.OC2025
Policy Optimization in the Linear Quadratic Gaussian Problem: A Frequency Domain Perspective
Haoran Li, Xun Li, Yuan-Hua Ni +1
The Linear Quadratic Gaussian (LQG) problem is a classic and widely studied model in optimal control, providing a fundamental framework for designing controllers for linear systems…
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…