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Robustness and risk-sensitive filtering

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Date

1997

Authors

Boel, R. K.
James, M. R.
Petersen, I. R.

Journal Title

Journal ISSN

Volume Title

Publisher

Institute of Electrical and Electronics Engineers Inc.

Access Statement

Research Projects

Organizational Units

Journal Issue

Abstract

This paper gives a precise meaning to the robustness of risk-sensitive filters for problems in which one is uncertain as to the exact value of the probability model.

Description

Keywords

Citation

URI

https://hdl.handle.net/1885/733812137

Collections

ANU Research Publications

Source

Type

Conference paper

Book Title

Proceedings of the 36th IEEE Conference on Decision and Control

Entity type

Publication

Access Statement

License Rights

DOI

10.1109/CDC.1997.657112

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Description
Robustness_and_risk-sensitive_filtering.pdf (461.11 KB)

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