Wasserstein Distributionally Robust Control and State Estimation for Partially Observable Linear Systems

This paper presents a novel Wasserstein distributionally robust control and state estimation algorithm for partially observable linear stochastic systems, where the probability distributions of disturbances and measurement noises are unknown. Our method consists of the control and state estimation p...

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Hauptverfasser:	Jang, Minhyuk, Hakobyan, Astghik, Yang, Insoon
Format:	Artikel
Sprache:	eng
Schlagworte:	Computer Science - Systems and Control Mathematics - Optimization and Control
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