Pearson Coefficient Degradation in a Wasserstein/Gelbrich Ambiguity Set-Reference-Cited by-同舟云学术

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Pearson Coefficient Degradation in a Wasserstein/Gelbrich Ambiguity Set

Published:2024 Issue: Volume:8 Page:1331-1336
ISSN:2475-1456
Container-title:IEEE Control Systems Letters
language:
Short-container-title:IEEE Control Syst. Lett.

Author:

Borelle Matthieu¹^ORCID,Alamo Teodoro²^ORCID,Stoica Cristina¹^ORCID,Bertrand Sylvain³^ORCID,Camacho Eduardo F.²^ORCID

Affiliation:

1. Université Paris-Saclay, CNRS, CentraleSupélec, Laboratoire des signaux et systèmes, Gif-sur-Yvette, France

2. Department of Ingeniería de Sistemas y Automática, Universidad de Sevilla, Sevilla, Spain

3. Université Paris-Saclay, ONERA, Traitement de l’ information et systèmes, Palaiseau, France

Funder

Agence de l’innovation de défense

Agence Nationale de Recherche

European Research Council through the OCONTSOLAR

MCIN/AEI/10

Publisher

Institute of Electrical and Electronics Engineers (IEEE)

Link

http://xplorestaging.ieee.org/ielx8/7782633/10411713/10551393.pdf?arnumber=10551393

Reference19 articles.

1. Thirteen Ways to Look at the Correlation Coefficient

2. Corruption of the Pearson correlation coefficient by measurement error and its estimation, bias, and correction under different error models

3. The discrete-time Kalman filter

4. Risk-Aware Wasserstein Distributionally Robust Control of Vessels in Natural Waterways

5. Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations

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