Finite-dimensional risk-sensitive filters and smoothers for nonlinear discrete-time systems
Description
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
Collections | ANU Research Publications |
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Date published: | 1999 |
Type: | Journal article |
URI: | http://hdl.handle.net/1885/93943 |
Source: | IEEE Transactions on Automatic Control |
DOI: | 10.1109/9.769381 |
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