Residual-Aware Distributionally Robust EKF: Absorbing Linearization Mismatch via Wasserstein Ambiguity

Minhyuk Jang, Jungjin Lee, Astghik Hakobyan +2

The extended Kalman filter (EKF) is a cornerstone of nonlinear state estimation, yet its performance is fundamentally limited by noise-model mismatch and linearization errors. We d…