Soroosh Shafieezadeh-Abadeh, Viet Anh Nguyen, Daniel Kuhn, Peyman Mohajerin Esfahani. Wasserstein Distributionally Robust Kalman Filtering. In Samy Bengio, Hanna M. Wallach, Hugo Larochelle, Kristen Grauman, Nicolò Cesa-Bianchi, Roman Garnett, editors, Advances in Neural Information Processing Systems 31: Annual Conference on Neural Information Processing Systems 2018, NeurIPS 2018, 3-8 December 2018, Montréal, Canada. pages 8483-8492, 2018. [doi]
Abstract is missing.