Wasserstein Distributionally Robust Kalman Filtering
Soroosh Shafieezadeh Abadeh, Viet Anh Nguyen, Daniel Kuhn, Peyman Mohajerin Mohajerin Esfahani
–Neural Information Processing Systems
We study a distributionally robust mean square error estimation problem over a nonconvexWasserstein ambiguity set containing only normal distributions.
Neural Information Processing Systems
Feb-12-2026, 07:28:12 GMT