Wasserstein Distributionally Robust Kalman Filtering.

Soroosh Shafieezadeh-Abadeh Viet Anh Nguyen Daniel Kuhn Peyman Mohajerin Esfahani

Published in: NeurIPS (2018)

Keyphrases

kalman filtering
kalman filter
measurement noise
video tracking
state estimation
robust optimization
recursive filtering
particle filtering
reduced order
computationally efficient
image segmentation
optimal solution
particle filter
object tracking