Risk-sensitive filtering and smoothing via reference probability methods

DOI10.1109/9.649727zbMath0907.93055OpenAlexW2157092074MaRDI QIDQ4373069

Subhrakanti Dey, John B. Moore

Publication date: 14 February 1999

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.649727

zbMATH Keywords

robustsmoothingoptimal filteringestimation theoryrisk-sensitive filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Data smoothing in stochastic control theory (93E14) Optimal stochastic control (93E20)

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