A Contraction Analysis of the Convergence of Risk-Sensitive Filters (Q2818216): Difference between revisions
From MaRDI portal
Latest revision as of 12:39, 12 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A Contraction Analysis of the Convergence of Risk-Sensitive Filters |
scientific article |
Statements
A Contraction Analysis of the Convergence of Risk-Sensitive Filters (English)
0 references
6 September 2016
0 references
risk-sensitive filtering
0 references
Kalman filter
0 references
block update
0 references
contraction mapping
0 references
partial order
0 references
positive definite matrix cone
0 references
Riccati equation
0 references
Thompson's part metric
0 references
0 references
0 references