Distributionally Robust Kalman Filtering over Finite and Infinite Horizon.
Taylan KarginJoudi HajarVikrant MalikBabak HassibiPublished in: CoRR (2024)
Keyphrases
- kalman filtering
- infinite horizon
- kalman filter
- optimal control
- finite horizon
- long run
- robust optimization
- production planning
- single item
- markov decision processes
- stochastic demand
- video tracking
- optimal policy
- dynamic programming
- state space
- multi frame
- average cost
- real time
- lead time
- computer vision
- filtering algorithm
- markov decision process
- finite number
- fixed cost
- stochastic programming
- machine learning