Risk-sensitive filtering and smoothing via reference probability methods
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Publication:4373069
DOI10.1109/9.649727zbMath0907.93055OpenAlexW2157092074MaRDI QIDQ4373069
Subhrakanti Dey, John B. Moore
Publication date: 14 February 1999
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/9.649727
Filtering in stochastic control theory (93E11) Data smoothing in stochastic control theory (93E14) Optimal stochastic control (93E20)
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