Wasserstein Distributionally Robust Kalman Filtering

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]

@inproceedings{Shafieezadeh-Abadeh18,
  title = {Wasserstein Distributionally Robust Kalman Filtering},
  author = {Soroosh Shafieezadeh-Abadeh and Viet Anh Nguyen and Daniel Kuhn and Peyman Mohajerin Esfahani},
  year = {2018},
  url = {http://papers.nips.cc/paper/8067-wasserstein-distributionally-robust-kalman-filtering},
  researchr = {https://researchr.org/publication/Shafieezadeh-Abadeh18},
  cites = {0},
  citedby = {0},
  pages = {8483-8492},
  booktitle = {Advances in Neural Information Processing Systems 31: Annual Conference on Neural Information Processing Systems 2018, NeurIPS 2018, 3-8 December 2018, Montréal, Canada},
  editor = {Samy Bengio and Hanna M. Wallach and Hugo Larochelle and Kristen Grauman and Nicolò Cesa-Bianchi and Roman Garnett},
}