Risk‐sensitive filtering for nonlinear Markov jump systems on the basis of particle approximation (Q4908475)
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scientific article; zbMATH DE number 6141816
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English | Risk‐sensitive filtering for nonlinear Markov jump systems on the basis of particle approximation |
scientific article; zbMATH DE number 6141816 |
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Risk‐sensitive filtering for nonlinear Markov jump systems on the basis of particle approximation (English)
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6 March 2013
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risk-sensitive filter
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nonlinear Markov jump systems
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particle approximation
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reference probability technique
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