@Author: WANG Shixiong (Email: [email protected]; [email protected])

@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

DRSE-Outlier: Distributionally Robust State Estimation Considering Outlier

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

• [1] epsilon-contamination

  • The folder "[1] Standard" contains the codes to generate the Table I, Table II, and Table III in the main body of the article.

  • The folder "[2] Breakdown-Test" contains the codes to generate the Fig. 2 in the main body of the article.

  • The folder "[3] Theta-Test" contains the codes to generate the Fig. 1 (b) in the main body of the article.

  • The folder "[4] Large-Scale" contains the codes to generate the Table I and Table II in the online supplementary materials.

• [2] epsilon-normal

  • The folder "[1] Fix Parameter Epsilon" contains the codes to generate the Fig. 1 (a) in the main body of the article.

  • The folder "[2] Fix True Proportion Epsilon_Real" contains the codes to generate the Fig. 1 in the online supplementary materials.

• [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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Disclaimer

Note that the mentioned reproducibilty and verifiability do not necessarily guarantee the (absolute) correctness of academic claims in a scitific publication. Future research may deny or modify or improve the philosophies, methods, models, and/or claims conveyed in this article. But readers should not try to "find bones from an egg", and codes here are just for their reference, not for their unfriendly criticism. Of course, the authors are open to learn and friendly comments are always welcomed.