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

DOI10.1007/S11424-013-1120-YMaRDI QIDQ394440zbMATHOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 48691 (Why is no real title available?)
• scientific article; zbMATH DE number 1226464 (Why is no real title available?)
• Control and estimation of systems with input/output delays.
• Fixed-interval smoothing of linear discrete systems with multiple time delays
• Risk-sensitive control and an optimal investment model.
• Risk-sensitive estimation and a differential game
• Risk-sensitive filtering and smoothing for hidden Markov models
• Risk-sensitive filtering and smoothing via reference probability methods
• Risk-sensitive filtering for jump Markov linear systems
• Risk-sensitive filtering, prediction and smoothing for discrete-time singular systems

Cited in

(3)

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

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