Neural network learning of optimal Kalman prediction and control

The requirements of KPC appear to impose significant constraints on the allowed NN circuitry and signal flows. The NN architecture implied by these constraints bears certain resemblances to the local-circuit architecture of mammalian cerebral cortex. We discuss these resemblances, as well as caveats that limit our current ability to draw inferences for biological function. It has been suggested that the local cortical circuit (LCC) architecture may perform core functions (as yet unknown) that underlie sensory, motor, and other cortical processing. It is reasonable to conjecture that such functions may include prediction, the estimation or inference of missing or noisy sensory data, and the goal-driven generation of control signals. The resemblances found between the KPC NN architecture and that of the LCC are consistent with this conjecture.