Risk-sensitive filtering and smoothing via reference probability methods

Proceedings of the American Control Conference

Volumn 1, Issue , 1995, Pages 129-133

  Dey, Subhrakanti ^a   Moore, John B ^a  

^a AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

CONTROL THEORY; ESTIMATION; MATHEMATICAL MODELS; OPTIMIZATION; PROBABILITY; PROBLEM SOLVING; STATE SPACE METHODS;

OPTIMAL FILTERING; REFERENCE PROBABILITY METHODS; RISK SENSITIVE FILTERING; SMOOTHING; STOCHASTIC NONLINEAR STATE SPACE SIGNAL MODELS;

SIGNAL FILTERING AND PREDICTION;

EID: 0029203503     PISSN: 07431619     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (12)