Finite-dimensional risk-sensitive filters and smoothers for discrete-time nonlinear systems

IEEE Transactions on Automatic Control

Volumn 44, Issue 6, 1999, Pages 1234-1239

  Dey, Subhrakanti ^a   Moore, John B ^a  

^a AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

CONTROL NONLINEARITIES; DISCRETE TIME CONTROL SYSTEMS; ERROR ANALYSIS; OPTIMAL CONTROL SYSTEMS; PARAMETER ESTIMATION; SIGNAL FILTERING AND PREDICTION;

FINITE DIMENSIONAL FILTERS; MINIMUM VARIANCE ESTIMATION; QUADRATIC RISK SENSITIVE COST INDEX; RISK SENSITIVE SMOOTHERS; STANDARD EXPONENTIAL;

NONLINEAR CONTROL SYSTEMS;

EID: 0032626127     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/9.769381     Document Type: Article

References (18)

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