Risk sensitive and LEG filtering problems are not equivalent (Q709275)
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scientific article; zbMATH DE number 5801184
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk sensitive and LEG filtering problems are not equivalent |
scientific article; zbMATH DE number 5801184 |
Statements
Risk sensitive and LEG filtering problems are not equivalent (English)
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18 October 2010
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Gauss-Markov process
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optimal filtering
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risk sensitive filtering
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exponential criteria
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Riccati equation
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