scientific article; zbMATH DE number 1147077

zbMath0898.93031MaRDI QIDQ4386557

John B. Moore, Robert J. Elliott, Subhrakanti Dey

Publication date: 29 April 1998

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

small noise limitminimum variance controlrisk-sensitive nonlinear stochastic filtering

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

Related Items (4)

Event-triggered smoothing for hidden Markov models: risk-sensitive and MMSE results ⋮ Some partially observed multi-agent linear exponential quadratic stochastic differential games ⋮ Risk-sensitive filtering and smoothing for hidden Markov models ⋮ On asymptotic stability of continuous-time risk-sensitive filters with respect to initial conditions

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