Risk sensitive FIR filters for stochastic discrete-time state space models

International Journal of Innovative Computing, Information and Control

Volumn 8, Issue 1 A, 2012, Pages 1-12

  Han, Soohee ^a  

^a Konkuk University   (South Korea)

Author keywords

FIR structure; Risk averse; Risk seeking; Risk sensitive; State estimation

Indexed keywords

DISCRETE-TIME STATE SPACE MODELS; ESTIMATION ERRORS; EXPECTED VALUES; EXTERNAL NOISE; FINITE HORIZONS; FINITE IMPULSE RESPONSE FILTER; INFINITE IMPULSE RESPONSE; JOINT PROBABILITY DENSITY FUNCTION; LARGE ESTIMATION ERRORS; OPTIMAL FIR FILTERS; QUADRATIC COST FUNCTIONS; RISK AVERSE;

COST FUNCTIONS; ERRORS; FIR FILTERS; IMPULSE RESPONSE; STATE ESTIMATION; STATE SPACE METHODS; STOCHASTIC SYSTEMS;

RISK PERCEPTION;

EID: 84856963382     PISSN: 13494198     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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