Oron Sabag, Babak Hassibi. Regret-Optimal Filtering for Prediction and Estimation. IEEE Transactions on Signal Processing, 70:5012-5024, 2022. [doi]
@article{SabagH22,
title = {Regret-Optimal Filtering for Prediction and Estimation},
author = {Oron Sabag and Babak Hassibi},
year = {2022},
doi = {10.1109/TSP.2022.3212153},
url = {https://doi.org/10.1109/TSP.2022.3212153},
researchr = {https://researchr.org/publication/SabagH22},
cites = {0},
citedby = {0},
journal = {IEEE Transactions on Signal Processing},
volume = {70},
pages = {5012-5024},
}