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mean-squared estimation

1 paper

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Co-occurring keywords · papers mentioning both

martingale constraint (1) linear quadratic system (1) wasserstein ambiguity (1) distributionally robust estimation (1) linear quadratic estimation (1) distributionally robust optimization (1) kalman filter (1) wasserstein distance (1)

Papers

Wasserstein Distributionally Robust Linear-Quadratic Estimation under Martingale Constraints AISTATS 2023