Risk-sensitive fixed-point smoothing estimation for linear discrete-time systems with multiple output delays

DOI10.1007/S11424-013-1120-YzbMATH Open1282.93252OpenAlexW2087961060MaRDI QIDQ394440FDOQ394440

Authors: Hongguo Zhao, Peng Cui 

Publication date: 27 January 2014

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-013-1120-y

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zbMATH Keywords

innovationtime-delayRiccati equationrisk-sensitive

Mathematics Subject Classification ID

Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

Cites Work

• Title not available (Why is that?)
• Risk-sensitive filtering for jump Markov linear systems
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• Risk-sensitive control and an optimal investment model.
• Control and estimation of systems with input/output delays.
• Risk-sensitive filtering, prediction and smoothing for discrete-time singular systems
• Fixed-interval smoothing of linear discrete systems with multiple time delays
• Risk-sensitive estimation and a differential game
• Risk-sensitive filtering and smoothing via reference probability methods
• Risk-sensitive filtering and smoothing for hidden Markov models

Cited In (2)

• Optimal filtering and smoothing with fixed delay in discrete linear systems for a sparse series of points
• Risk-sensitive filtering for discrete-time systems with time-varying delay

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