Particle-method-based formulation of risk-sensitive filter

DOI10.1016/j.sigpro.2008.09.006zbMath1151.94406OpenAlexW2030364295MaRDI QIDQ2517849

T. K. Ghoshal, Arnaud Doucet, Shovan Bhaumik, Smita Sadhu

Publication date: 9 January 2009

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sigpro.2008.09.006

zbMATH Keywords

robustnessnonlinearparticle filtersnon-Gaussianrisk-sensitive filters

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (3)

Risk sensitive filtering with randomly delayed measurements ⋮ Risk‐sensitive filtering for nonlinear Markov jump systems on the basis of particle approximation ⋮ Robust Ensemble Kalman Filter Based on Exponential Cost Function

Cites Work

• Sigma point Kalman filter for bearing only tracking
• Target tracking with bearings-only measurements
• Properties of risk-sensitive filters/estimators
• Robustness and risk-sensitive filtering

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