Neuroscience Group Meeting

Presenter: David Lipshutz

Title: Journal club presentation: Neural network learning of optimal Kalman prediction and control

Description: We discuss the paper “Neural network learning of optimal Kalman prediction and control” by Ralph Pinsker (2008). Kalman prediction and control are classical solutions for optimal estimation and control of linear systems with noisy measurements. In this paper, the author proposes an algorithm for a recurrent neural network to learn and implement Kalman prediction and control. The structure of the neural network for implementing Kalman control bears certain resemblances to the local cortical circuit, which the author explores.