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

Dey, S; Moore, John


Finite-dimensional optimal risk-sensitive filters and smoothers are obtained for discrete-time nonlinear systems by adjusting the standard exponential of a quadratic risk-sensitive cost index to one involving the plant nonlinearity. It is seen that these

CollectionsANU Research Publications
Date published: 1999
Type: Journal article
Source: IEEE Transactions on Automatic Control
DOI: 10.1109/9.769381


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