Risk-sensitivity conditions for stochastic uncertain model validation
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Publication:1049165
DOI10.1016/j.automatica.2009.07.019zbMath1180.93104OpenAlexW2076846929MaRDI QIDQ1049165
Publication date: 8 January 2010
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2009.07.019
uncertain systemsrelative entropystochastic systemsmodel validationuncertainty modelingstochastic realization theory
Control/observation systems with incomplete information (93C41) Identification in stochastic control theory (93E12)
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