Finite-dimensional risk-sensitive filters and smoothers for nonlinear discrete-time systems
| dc.contributor.author | Dey, S | |
| dc.contributor.author | Moore, John | |
| dc.date.accessioned | 2015-12-13T23:35:30Z | |
| dc.date.available | 2015-12-13T23:35:30Z | |
| dc.date.issued | 1999 | |
| dc.date.updated | 2015-12-12T09:40:14Z | |
| dc.description.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 | |
| dc.identifier.issn | 0018-9286 | |
| dc.identifier.uri | http://hdl.handle.net/1885/93943 | |
| dc.publisher | Institute of Electrical and Electronics Engineers (IEEE Inc) | |
| dc.source | IEEE Transactions on Automatic Control | |
| dc.subject | 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 | |
| dc.title | Finite-dimensional risk-sensitive filters and smoothers for nonlinear discrete-time systems | |
| dc.type | Journal article | |
| local.bibliographicCitation.issue | 6 | |
| local.bibliographicCitation.lastpage | 548 | |
| local.bibliographicCitation.startpage | 544 | |
| local.contributor.affiliation | Dey, S, College of Engineering and Computer Science, ANU | |
| local.contributor.affiliation | Moore, John, College of Engineering and Computer Science, ANU | |
| local.contributor.authoruid | Dey, S, u930981 | |
| local.contributor.authoruid | Moore, John, u8202879 | |
| local.description.notes | Imported from ARIES | |
| local.description.refereed | Yes | |
| local.identifier.absfor | 010203 - Calculus of Variations, Systems Theory and Control Theory | |
| local.identifier.ariespublication | MigratedxPub25381 | |
| local.identifier.citationvolume | 44 | |
| local.identifier.doi | 10.1109/9.769381 | |
| local.identifier.scopusID | 2-s2.0-0032626127 | |
| local.type.status | Published Version |