On the convergence of degenerate risk sensitive filters (Q6540828)
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scientific article; zbMATH DE number 7850426
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the convergence of degenerate risk sensitive filters |
scientific article; zbMATH DE number 7850426 |
Statements
On the convergence of degenerate risk sensitive filters (English)
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17 May 2024
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contraction mapping
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Kalman filter
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Riccati equation
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risk sensitive filtering
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