Distributionally Robust State Estimation for Linear Systems Subject to Uncertainty and Outlier

Parameter uncertainties and measurement outliers unavoidably exist in a real linear system. Such uncertainties and outliers make the true joint state-measurement distributions (induced by the true system model) deviate from the nominal ones (induced by the nominal system model) so that the performan...

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Bibliographic Details
Published in:	IEEE transactions on signal processing Vol. 70; pp. 452 - 467
Main Authors:	Wang, Shixiong, Ye, Zhi-Sheng
Format:	Journal Article
Language:	English
Published:	New York IEEE 2022 The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subjects:	Distributionally robust Kalman filters linear system Linear systems Mathematical models measurement outlier Measurement uncertainty Noise measurement Outliers (statistics) Parameter uncertainty Robustness Scalars semi-definite programming State estimation Uncertain systems Uncertainty
ISSN:	1053-587X, 1941-0476
Online Access:	Get full text
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