Dey, SMoore, John2015-12-132015-12-130018-9286http://hdl.handle.net/1885/93943Finite-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 theseKeywords: 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 sensi199910.1109/9.7693812015-12-12