4 papers
Online Tracking with Predictions for Nonlinear Systems with Koopman Linear Embedding
Chih-Fan Pai, Xu Shang, Jiachen Qian +1
We study the problem of online tracking in unknown nonlinear dynamical systems, where only short-horizon predictions of future target states are available. This setting arises in p…
Regret Guarantees for Model-Free Cooperative Filtering under Asynchronous Observations
Jiachen Qian, Yang Zheng
Predicting the output of a dynamical system from streaming data is fundamental to real-time feedback control and decision-making. We first derive an autoregressive representation t…
Logarithmic Regret and Polynomial Scaling in Online Multi-step-ahead Prediction
Jiachen Qian, Yang Zheng
This letter studies the problem of online multi-step-ahead prediction for unknown linear stochastic systems. Using conditional distribution theory, we derive an optimal parameteriz…
Model-free Online Learning for the Kalman Filter: Forgetting Factor and Logarithmic Regret
Jiachen Qian, Yang Zheng
We consider the problem of online prediction for an unknown, non-explosive linear stochastic system. With a known system model, the optimal predictor is the celebrated Kalman filte…