Robustness and risk-sensitive filtering

DOI10.1109/9.989082zbMath1364.93792MaRDI QIDQ5267225

Ian R. Petersen, Matthew R. James, René K. Boel

Publication date: 20 June 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.989082

Mathematics Subject Classification ID

62F35: Robustness and adaptive procedures (parametric inference)

93E11: Filtering in stochastic control theory

93B36: (H^infty)-control

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