Risk‐sensitive filtering for nonlinear Markov jump systems on the basis of particle approximation
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Publication:4908475
DOI10.1002/acs.1284zbMath1417.93320MaRDI QIDQ4908475
Fei Liu, Xiaoli Luan, Shunyi Zhao
Publication date: 6 March 2013
Published in: International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/acs.1284
particle approximation; nonlinear Markov jump systems; risk-sensitive filter; reference probability technique
93E11: Filtering in stochastic control theory
93B35: Sensitivity (robustness)
93C41: Control/observation systems with incomplete information
93E03: Stochastic systems in control theory (general)
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