Finite-dimensional risk-sensitive filters and smoothers for discrete-time nonlinear systems

DOI10.1109/9.769381zbMath0955.93055OpenAlexW2099146190MaRDI QIDQ4506832

John B. Moore, Subhrakanti Dey

Publication date: 17 October 2000

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

Full work available at URL: https://semanticscholar.org/paper/b9374902fb4e441512c195784dd37c5b76ce8bf2

zbMATH Keywords

smoothersdiscrete-time nonlinear systemsfinite-dimensional filtersinformation stateminimum variance filtering and controloptimal risk-sensitive filters

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Data smoothing in stochastic control theory (93E14)

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Event-triggered risk-sensitive smoothing for linear Gaussian systems

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