Robustness and risk-sensitive filtering

Cited In (27)

Risk sensitive filtering with randomly delayed measurements
Robust hypothesis testing for asymmetric nominal densities under a relative entropy tolerance
Risk sensitive and LEG filtering problems are not equivalent
Event-triggered minimax state estimation with a relative entropy constraint
Risk-sensitive probability for Markov chains
An extended result on the optimal estimation under the minimum error entropy criterion
Convergence Analysis of a Family of Robust Kalman Filters Based on the Contraction Principle
Some further results on the minimum error entropy estimation
Properties of risk-sensitive filters/estimators
On the robustness of the Bayes and Wiener estimators under model uncertainty
Robust filtering for deterministic systems with implicit outputs
Adaptive risk-sensitive filter for Markovian jump linear systems
Robust fixed-lag smoothing under model perturbations
Robust Ensemble Kalman Filter Based on Exponential Cost Function
Particle-method-based formulation of risk-sensitive filter
Event-triggered risk-sensitive smoothing for linear Gaussian systems
Risk-sensitivity conditions for stochastic uncertain model validation
A new interpretation on the MMSE as a robust MEE criterion
Robust filtering of stochastic uncertain systems on an infinite time horizon
Bayesian state estimation on finite horizons: the case of linear state-space model
Event-triggered robust state estimation for systems with unknown exogenous inputs
Robust maximum correntropy Kalman filter
On the convergence of degenerate risk sensitive filters
Robustness analysis of a maximum correntropy framework for linear regression
Robust event-triggered state estimation: a risk-sensitive approach
Robust screening under ambiguity
Robustness to Incorrect System Models in Stochastic Control

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