New finite-dimensional risk-sensitive filters: small noise limits

DOI10.1109/9.720499zbMath0966.93108OpenAlexW2110708594MaRDI QIDQ4506564

Robert J. Elliott, Subhrakanti Dey, Charalambos D. Charalambous

Publication date: 17 October 2000

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: http://mural.maynoothuniversity.ie/14405/1/new%20finite.pdf

zbMATH Keywords

finite-dimensional filtersnonlinear risk-sensitive filters

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10)

Related Items (2)

Risk sensitive and LEG filtering problems are not equivalent ⋮ On asymptotic stability of continuous-time risk-sensitive filters with respect to initial conditions

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