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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    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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