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
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
Robust ensemble Kalman filter based on exponential cost function
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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