New finite-dimensional risk-sensitive filters: Small noise limits

IEEE Transactions on Automatic Control

Volumn 43, Issue 10, 1998, Pages 1424-1429

  Charalambous, Charalambos D ^a   Dey, Subhrakanti ^b   Elliott, Robert J ^c  

^a MCGILL UNIVERSITY   (Canada)

^b AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

^c UNIVERSITY OF ALBERTA   (Canada)

Author keywords

Filtering; Finite dimensional; Risk sensitive

Indexed keywords

CONTROL NONLINEARITIES; ELECTRIC FILTERS; PROBABILITY; SPURIOUS SIGNAL NOISE;

BENES FILTERS; CONTINUOUS-TIME NONLINEAR RISK-SENSITIVE FILTERS;

NONLINEAR CONTROL SYSTEMS;

EID: 0032187370     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/9.720499     Document Type: Article

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