{"paper":{"title":"A Marginal Distributionally Robust Kalman Filter for Centralized Fusion","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"eess.SP","authors_text":"Weizhi Chen, Yaowen Li, You He, Yu Liu","submitted_at":"2024-07-06T11:46:41Z","abstract_excerpt":"State estimation is a fundamental problem for multi-sensor information fusion, essential in applications such as target tracking, power systems, and control automation. Previous research mostly ignores the correlation between sensors and assumes independent or known distributions. However, in practice, these distributions are often correlated and difAcult to estimate. This paper proposes a novel moment constrained marginal distributionally robust Kalman Alter (MC-MDRKF) for centralized state estimation in multi-sensor systems. First, we introduce a marginal distributional uncertainty set using"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2407.05052","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2407.05052/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}