Abstract: This article studies robust adaptive Kalman filtering and smoothing problems for the linear state-space model with heavy-tailed multiplicative (measurement) noise and additive (process and ...
We propose a new method called Decoupled Annealing Posterior Sampling (DAPS) that relies on a novel noise annealing process to solve posterior sampling with diffusion prior. Specifically, we decouple ...
Abstract: This note investigates the adaptive linear quadratic control problem (ALQCP) for stochastic discrete-time (DT) linear systems with unmeasurable multiplicative and additive noises. A ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback