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

Date

1999

Authors

Dey, S
Moore, John

Journal Title

Journal ISSN

Volume Title

Publisher

Institute of Electrical and Electronics Engineers (IEEE Inc)

Abstract

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

Description

Keywords

Keywords: Control nonlinearities; Discrete time control systems; Error analysis; Optimal control systems; Parameter estimation; Signal filtering and prediction; Finite dimensional filters; Minimum variance estimation; Quadratic risk sensitive cost index; Risk sensi

Citation

URI

http://hdl.handle.net/1885/93943

Collections

ANU Research Publications

Source

IEEE Transactions on Automatic Control

Type

Journal article

Book Title

Entity type

Access Statement

License Rights

DOI

10.1109/9.769381

Restricted until

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