Risk-sensitive filtering for discrete-time systems with time-varying delay

DOI10.1080/00207721.2013.798444zbMath1312.93107OpenAlexW2096472046MaRDI QIDQ5252876

Chunyan Han, Wei Wang, Hongguo Zhao

Publication date: 3 June 2015

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

Full work available at URL: https://doi.org/10.1080/00207721.2013.798444

zbMATH Keywords

time-varying delayreorganized innovation analysisrisk-sensitive filteringsingular matrix difference equation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

Cites Work

• Control and estimation of systems with input/output delays.
• \(H_{\infty}\) filtering for continuous-time systems with pointwise time-varying delay
• Risk-sensitive filtering, prediction and smoothing for discrete-time singular systems
• Risk-sensitive filtering for jump Markov linear systems
• H_∞filtering for discrete-time singular networked systems with communication delays and data missing
• Risk-sensitive estimation and a differential game
• Risk-sensitive filtering and smoothing via reference probability methods
• Linear estimation in Krein spaces. II. Applications
• H_∞filtering for nonlinear singular Markovian jumping systems with interval time-varying delays
• A Reorganized Innovation Approach to Linear Estimation

This page was built for publication: Risk-sensitive filtering for discrete-time systems with time-varying delay