Vikrant Malik

2 accepted papers

2025

Distributionally Robust Kalman Filtering over an Infinite-Horizon

Joudi Hajar, Taylan Kargin, Vikrant Malik, Babak Hassibi

ICASSP 2025accepted

This paper investigates distributionally robust filtering for state-space models subject to exogenous disturbances in state evolution and observation processes. The joint probability distribution of the disturbance process over an arbitrary horizon is unknown but is assumed to reside within a Wasser…

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2024

Infinite-Horizon Distributionally Robust Regret-Optimal Control

Taylan Kargin, Joudi Hajar, Vikrant Malik, Babak Hassibi

ICML 2024poster

We study the infinite-horizon distributionally robust (DR) control of linear systems with quadratic costs, where disturbances have unknown, possibly time-correlated distribution within a Wasserstein-2 ambiguity set. We aim to minimize the worst-case expected regret—the excess cost of a causal policy…

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