Risk sensitive filtering with continuous time observations

Proceedings of the IEEE Conference on Decision and Control

Volumn 1, Issue , 1999, Pages 143-150

  Malcolm, W P ^a   Elliott, R J ^a   James, M R ^a  

^a AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

CHANGE OF MEASURE; MARTINGALES; RISK SENSITIVE FILTERING;

COMPUTER SIMULATION; MARKOV PROCESSES; MATRIX ALGEBRA; PARTIAL DIFFERENTIAL EQUATIONS; POISSON DISTRIBUTION; ROBUSTNESS (CONTROL SYSTEMS); SET THEORY;

NONLINEAR FILTERING;

EID: 0033325756     PISSN: 01912216     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (16)