Risk-sensitive generalizations of minimum variance estimation and control

Journal of Mathematical Systems, Estimation, and Control

Volumn 7, Issue 1, 1997, Pages 123-126

  Moore, J B ^a   Elliott, R J ^a   Dey, S ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

DISCRETE TIME CONTROL SYSTEMS; ERRORS; MARKOV PROCESSES; MATHEMATICAL MODELS; OPTIMAL CONTROL SYSTEMS; STATE ESTIMATION;

MINIMUM VARIANCE CONTROL; MINIMUM VARIANCE ESTIMATION; RISK SENSITIVE FILTERING; SMALL NOISE LIMIT;

NONLINEAR CONTROL SYSTEMS;

EID: 0030777030     PISSN: 10520600     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (3)