On asymptotic stability of continuous-time risk-sensitive filters with respect to initial conditions (Q1583076)
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scientific article; zbMATH DE number 1521638
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On asymptotic stability of continuous-time risk-sensitive filters with respect to initial conditions |
scientific article; zbMATH DE number 1521638 |
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On asymptotic stability of continuous-time risk-sensitive filters with respect to initial conditions (English)
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26 October 2000
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risk-sensitive filtering
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Riccati equation
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forgetting initial conditions
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non-Gaussian density
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mean square convergence
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