2 papers
eess.SY2024
Optimal State Estimation in the Presence of Non-Gaussian Uncertainty via Wasserstein Distance Minimization
Himanshu Prabhat, Raktim Bhattacharya
This paper presents a novel distribution-agnostic Wasserstein distance-based estimation framework. The goal is to determine an optimal map combining prior estimate with measurement…
eess.SY2024
A Convex Optimization Framework for Computing Robustness Margins of Kalman Filters
Himanshu Prabhat, Raktim Bhattacharya
This paper proposes a novel convex optimization framework for designing robust Kalman filters that guarantee a user-specified steady-state error while maximizing process and sensor…