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On the convergence of degenerate risk sensitive filters - MaRDI portal

On the convergence of degenerate risk sensitive filters

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Publication:6540828

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DOI10.1016/j.sysconle.2024.105732zbMath1537.93763MaRDI QIDQ6540828

Mattia Zorzi, Shenglun Yi

Publication date: 17 May 2024

Published in: Systems \& Control Letters (Search for Journal in Brave)

zbMATH Keywords

Kalman filter Riccati equation contraction mapping risk sensitive filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05)

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