Olga Weisman

Conformalized Kalman Filters for State Estimation with Trustworthy Confidence Regions

Kalman-type filters are widely used for tracking dynamic systems, yet the confidence regions commonly derived from their estimated covariances can become unreliable under nonlinearities, non-Gaussian disturbances, and model mismatch. In this work, we develop a conformal prediction (CP) framework for equipping Kalman-ty...