2 papers
eess.SY2025
On the Steady-State Distributionally Robust Kalman Filter
Minhyuk Jang, Astghik Hakobyan, Insoon Yang
State estimation in the presence of uncertain or data-driven noise distributions remains a critical challenge in control and robotics. Although the Kalman filter is the most popula…
eess.SY2024
Wasserstein Distributionally Robust Control and State Estimation for Partially Observable Linear Systems
Minhyuk Jang, Astghik Hakobyan, Insoon Yang
This paper presents a novel Wasserstein distributionally robust control and state estimation algorithm for partially observable linear stochastic systems, where the probability dis…