Risk-sensitive filtering and smoothing for hidden Markov models
type: Item
instance of: scholarly article
title: Risk-sensitive filtering and smoothing for hidden Markov models
zbMATH Open document ID: 0877.93139
DOI: 10.1016/0167-6911(94)00093-B
author: Subhrakanti Dey
author: John Moore
published in: Systems \& Control Letters
publication date: 1997-02-28T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 93E14
zbMATH DE Number: 984998
zbMATH Keywords: Hidden Markov model
zbMATH Keywords: Risk-sensitive filtering
zbMATH Keywords: Information state
zbMATH Keywords: Fixed-interval smoothing
zbMATH Keywords: reference probability method
MaRDI profile type: Publication
cites work: Finite-dimensional quasi-linear risk-sensitive control
cites work: Statistical Inference for Probabilistic Functions of Finite State Markov Chains
cites work: Q4139463
cites work: Risk-sensitive control and dynamic games for partially observed discrete-time nonlinear systems
cites work: On-line estimation of hidden Markov model parameters based on the Kullback-Leibler information measure
cites work: Q4386557
cites work: Recursive estimation from discrete-time point processes
cites work: Risk-sensitive linear/quadratic/gaussian control
description: scientific article; zbMATH DE number 984998