2 papers
eess.SY2026
Distributionally Robust Kalman Filter
Minhyuk Jang, Astghik Hakobyan, Insoon Yang
We study state estimation for discrete-time linear stochastic systems under distributional ambiguity in the initial state, process noise, and measurement noise. We propose a noise-…
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…