Risk-Sensitive Filtering and Smoothing for Continuous-Time Markov Processes
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Publication:3547342
DOI10.1109/TIT.2005.846405zbMath1309.94041MaRDI QIDQ3547342
W. Paul Malcolm, Robert J. Elliott, Matthew R. James
Publication date: 21 December 2008
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Detection theory in information and communication theory (94A13) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Applications of continuous-time Markov processes on discrete state spaces (60J28)
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