Pages that link to "Item:Q672443"
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The following pages link to Risk-sensitive filtering and smoothing for hidden Markov models (Q672443):
Displaying 9 items.
- Risk-sensitive fixed-point smoothing estimation for linear discrete-time systems with multiple output delays (Q394440) (← links)
- An adaptive risk-sensitive filtering method for Markov jump linear systems with uncertain parameters (Q473461) (← links)
- The Wonham filter under uncertainty: A game-theoretic approach (Q540194) (← links)
- Minimax estimation in systems of observation with Markovian chains by integral criterion (Q544773) (← links)
- On asymptotic stability of continuous-time risk-sensitive filters with respect to initial conditions (Q1583076) (← links)
- Event-triggered robust state estimation for systems with unknown exogenous inputs (Q2208570) (← links)
- Risk-sensitive probability for Markov chains (Q2504548) (← links)
- Event-triggered smoothing for hidden Markov models: risk-sensitive and MMSE results (Q2665732) (← links)
- Risk‐sensitive filtering for nonlinear Markov jump systems on the basis of particle approximation (Q4908475) (← links)
