A Contraction Analysis of the Convergence of Risk-Sensitive Filters (Q2818216): Difference between revisions

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Latest revision as of 12:39, 12 July 2024

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A Contraction Analysis of the Convergence of Risk-Sensitive Filters
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    A Contraction Analysis of the Convergence of Risk-Sensitive Filters (English)
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    6 September 2016
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    risk-sensitive filtering
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    Kalman filter
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    block update
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    contraction mapping
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    partial order
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    positive definite matrix cone
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    Riccati equation
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    Thompson's part metric
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