A contraction analysis of the convergence of risk-sensitive filters (Q2818216)
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scientific article; zbMATH DE number 6624244
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A contraction analysis of the convergence of risk-sensitive filters |
scientific article; zbMATH DE number 6624244 |
Statements
6 September 2016
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risk-sensitive filtering
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Kalman filter
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block update
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contraction mapping
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partial order
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positive definite matrix cone
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Riccati equation
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Thompson's part metric
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A contraction analysis of the convergence of risk-sensitive filters (English)
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