Risk-sensitive filtering for jump Markov linear systems
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Publication:2476208
DOI10.1016/j.automatica.2007.04.018zbMath1138.93422MaRDI QIDQ2476208
Mübeccel Demirekler, Umut Orguner
Publication date: 18 March 2008
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2007.04.018
93E11: Filtering in stochastic control theory
93C41: Control/observation systems with incomplete information
93C05: Linear systems in control theory
Related Items
Risk‐sensitive filtering for nonlinear Markov jump systems on the basis of particle approximation, Risk-sensitive fixed-point smoothing estimation for linear discrete-time systems with multiple output delays, A novel truncated approximation based algorithm for state estimation of discrete-time Markov jump linear systems
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