On asymptotic stability of continuous-time risk-sensitive filters with respect to initial conditions
From MaRDI portal
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
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Risk-sensitive filtering and smoothing for hidden Markov models
- Stability of linear systems: Some aspects of kinematic similarity
- Exponential stability for nonlinear filtering
- Exponential stability of discrete-time filters for bounded observation noise
- Lyapunov Exponents for Finite State Nonlinear Filtering
- Exact finite-dimensional filters for certain diffusions with nonlinear drift
- Risk-sensitive linear/quadratic/gaussian control
- Filtering and smoothing in an H/sup infinity / setting
- A risk-sensitive maximum principle: the case of imperfect state observation
- Discrete-time filtering for linear systems with non-Gaussian initial conditions: asymptotic behavior of the difference between the MMSE and LMSE estimates
- Risk-sensitive control and dynamic games for partially observed discrete-time nonlinear systems
- The role of information state and adjoint in relating nonlinear output feedback risk-sensitive control and dynamic games
- Risk-sensitive filtering and smoothing via reference probability methods
- New finite-dimensional risk-sensitive filters: small noise limits
- Asymptotic stability of beneš filters
- Asymptotic Stability of the Optimal Filter with Respect to Its Initial Condition
- General finite-dimensional risk-sensitive problems and small noise limits
- Filtering formulae for partially observed linear systems with non-gaussian initial conditions
This page was built for publication: On asymptotic stability of continuous-time risk-sensitive filters with respect to initial conditions