Robustness and risk-sensitive filtering

IEEE Transactions on Automatic Control

Volumn 47, Issue 3, 2002, Pages 451-461

  Boel, Rene K ^a,b   James, Matthew R ^a,c   Petersen, Ian R ^a,d  

^a IEEE   (Belgium)

^b GHENT UNIVERSITY   (Belgium)

^c AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

^d UNIVERSITY OF NEW SOUTH WALES   (Australia)

Author keywords

Estimation; Filtering; H ; Minimax; Risk sensitive; Robustness

Indexed keywords

RISK-SENSITIVE FILTERS;

ERROR ANALYSIS; ESTIMATION; PROBABILITY; ROBUSTNESS (CONTROL SYSTEMS); SPURIOUS SIGNAL NOISE;

SIGNAL PROCESSING;

EID: 0036493687     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/9.989082     Document Type: Article

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