On asymptotic stability of continuous-time risk-sensitive filters with respect to initial conditions
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Publication:1583076
DOI10.1016/S0167-6911(00)00030-XzbMath0985.93056OpenAlexW2026872183MaRDI QIDQ1583076
Subhrakanti Dey, Charalambos D. Charalambous
Publication date: 26 October 2000
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-6911(00)00030-x
Riccati equationmean square convergenceforgetting initial conditionsnon-Gaussian densityrisk-sensitive filtering
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Cites Work
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