Risk sensitive nonlinear filtering with correlated noises

DOI10.1016/S0893-9659(99)00151-2zbMath0953.93071OpenAlexW2020100567MaRDI QIDQ1972453

Patrick Florchinger

Publication date: 11 April 2000

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0893-9659(99)00151-2

zbMATH Keywords

correlated noisenonlinear filteringrisk-sensitive filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10)

Cites Work

• Optimal Control of Partially Observable Stochastic Systems with an Exponential-of-Integral Performance Index
• Minimum principle for partially observable nonlinear risk-sensitive control problems using measure-valued decompositions
• A Finite-Dimensional Risk-Sensitive Control Problem
• Unnamed Item

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