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Risk‐sensitive filtering for nonlinear Markov jump systems on the basis of particle approximation - MaRDI portal

Risk‐sensitive filtering for nonlinear Markov jump systems on the basis of particle approximation (Q4908475)

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scientific article; zbMATH DE number 6141816
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Risk‐sensitive filtering for nonlinear Markov jump systems on the basis of particle approximation
scientific article; zbMATH DE number 6141816

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    Risk‐sensitive filtering for nonlinear Markov jump systems on the basis of particle approximation (English)
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    6 March 2013
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    risk-sensitive filter
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    nonlinear Markov jump systems
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    particle approximation
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    reference probability technique
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