Outlier Accommodation By Risk-Averse Performance-Specified Linear State Estimation.
Elahe AghapourFarzana RahmanJay A. FarrellPublished in: CDC (2018)
Keyphrases
- state estimation
- risk averse
- risk neutral
- kalman filter
- utility function
- stochastic programming
- risk aversion
- visual tracking
- decision makers
- particle filter
- dynamic systems
- outlier detection
- particle filtering
- kalman filtering
- portfolio management
- multistage
- linear program
- signal processing
- graphical models
- expected utility
- learning algorithm
- complex systems
- linear programming