On asymptotic stability of continuous-time risk-sensitive filters with respect to initial conditions

DOI10.1016/S0167-6911(00)00030-XzbMath0985.93056OpenAlexW2026872183MaRDI QIDQ1583076

Subhrakanti Dey, Charalambos D. Charalambous

Publication date: 26 October 2000

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6911(00)00030-x

zbMATH Keywords

Riccati equationmean square convergenceforgetting initial conditionsnon-Gaussian densityrisk-sensitive filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Related Items (1)

Practical stability of approximating discrete-time filters with respect to model mismatch

Cites Work

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