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In this paper, we consider a position estimation problem for an unmanned aerial vehicle (UAV) equipped with both proprioceptive sensors, i.e. IMU, and exteroceptive sensors, i.e. GPS and a barometer. We propose a data-driven position estimation approach based on a robust estimator which takes into account that the UAV model is affected by uncertainties and thus it belongs to an ambiguity set. We propose an approach to learn this ambiguity set from the data.

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