Robustness and risk-sensitive filtering

Cited in

(31)

Robust filtering for deterministic systems with implicit outputs
Risk-sensitivity conditions for stochastic uncertain model validation
On the robustness of the Bayes and Wiener estimators under model uncertainty
Bayesian state estimation on finite horizons: the case of linear state-space model
Robust event-triggered state estimation: a risk-sensitive approach
A new interpretation on the MMSE as a robust MEE criterion
Robust hypothesis testing for asymmetric nominal densities under a relative entropy tolerance
Risk sensitive filtering with randomly delayed measurements
Event-triggered robust state estimation for systems with unknown exogenous inputs
Event-triggered minimax state estimation with a relative entropy constraint
Risk-sensitive probability for Markov chains
Particle-method-based formulation of risk-sensitive filter
Robust fixed-lag smoothing under model perturbations
An extended result on the optimal estimation under the minimum error entropy criterion
Robust filtering of stochastic uncertain systems on an infinite time horizon
Some further results on the minimum error entropy estimation
Properties of risk-sensitive filters/estimators
Robustness to incorrect system models in stochastic control
Robust ensemble Kalman filter based on exponential cost function
Robust screening under ambiguity
Convergence analysis of a family of robust Kalman filters based on the contraction principle
Event-triggered risk-sensitive smoothing for linear Gaussian systems
Adaptive risk-sensitive filter for Markovian jump linear systems
On the convergence of degenerate risk sensitive filters
Robust maximum correntropy Kalman filter
Robustness analysis of a maximum correntropy framework for linear regression
On the coupling of model predictive control and robust Kalman filtering
Signalling and control of nonlinear partially observable stochastic systems: information states, sufficient statistics, and applications
Adaptive fast desensitized Kalman filter
Risk sensitive and LEG filtering problems are not equivalent
Robustness of optimal controlled diffusions with near-Brownian noise via rough paths theory

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