Wasserstein Distributionally Robust Kalman Filtering.

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

Published in: CoRR (2018)

Keyphrases

kalman filtering
kalman filter
measurement noise
video tracking
state estimation
robust optimization
reduced order
state space model
recursive filtering
higher order
computationally efficient
multi frame
pointwise
image classification
particle filtering
recursive least squares