Risk sensitive filtering with Poisson process observations
From MaRDI portal
Publication:1568193
DOI10.1007/s002459910020zbMath0951.60048MaRDI QIDQ1568193
Publication date: 18 December 2000
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s002459910020
60G35: Signal detection and filtering (aspects of stochastic processes)
93E12: Identification in stochastic control theory
Related Items