@Author: WANG Shixiong (Email: s.wang@u.nus.edu; wsx.gugo@gmail.com)
@Affiliate: Department of Industrial Systems Engineering and Management, National University of Singapore
@Date: First Uploaded Sep 12, 2021; Last Updated Nov 1, 2021
MATLAB Version: 2019B or later
Online supplementary materials of the paper titled
Distributionally Robust State Estimation for Linear Systems Subject to Uncertainty and Outlier
Published in the IEEE Transactions on Signal Processing (DOI: 10.1109/TSP.2021.3136804)
By Shixiong Wang and Zhisheng Ye
From the Department of Industrial Systems Engineering and Management, National University of Singapore.
Codes
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[1] epsilon-contamination
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The folder "[1] Standard" contains the codes to generate the Table I, Table II, and Table III in the main body of the article.
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The folder "[2] Breakdown-Test" contains the codes to generate the Fig. 2 in the main body of the article.
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The folder "[3] Theta-Test" contains the codes to generate the Fig. 1 (b) in the main body of the article.
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The folder "[4] Large-Scale" contains the codes to generate the Table I and Table II in the online supplementary materials.
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[2] epsilon-normal
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The folder "[1] Fix Parameter Epsilon" contains the codes to generate the Fig. 1 (a) in the main body of the article.
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The folder "[2] Fix True Proportion Epsilon_Real" contains the codes to generate the Fig. 1 in the online supplementary materials.
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[3] t-distribution
- This folder contains the codes to generate the Table III and Table IV in the online supplementary materials.
See Also
Robust State Estimation for Linear Systems Under Distributional Uncertainty
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