Risk-sensitive filtering and smoothing via reference probability methods (Q4373069)

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scientific article; zbMATH DE number 1107175
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Risk-sensitive filtering and smoothing via reference probability methods
scientific article; zbMATH DE number 1107175

    Statements

    Risk-sensitive filtering and smoothing via reference probability methods (English)
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    14 February 1999
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    estimation theory
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    optimal filtering
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    smoothing
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    risk-sensitive filtering
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    robust
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