Risk-sensitive estimation and a differential game (Q4324934)

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scientific article; zbMATH DE number 729298
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    Risk-sensitive estimation and a differential game
    scientific article; zbMATH DE number 729298

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      Risk-sensitive estimation and a differential game (English)
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      21 March 1995
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      differential games
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      large deviation
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      state estimation
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      continuous time Gauss-Markov system
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      exponential cost
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