A Contraction Analysis of the Convergence of Risk-Sensitive Filters (Q2818216)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A Contraction Analysis of the Convergence of Risk-Sensitive Filters
scientific article

    Statements

    A Contraction Analysis of the Convergence of Risk-Sensitive Filters (English)
    0 references
    0 references
    0 references
    6 September 2016
    0 references
    risk-sensitive filtering
    0 references
    Kalman filter
    0 references
    block update
    0 references
    contraction mapping
    0 references
    partial order
    0 references
    positive definite matrix cone
    0 references
    Riccati equation
    0 references
    Thompson's part metric
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references