• Title of article

    Risk sensitive and LEG filtering problems are not equivalent

  • Author/Authors

    Kleptsyna، نويسنده , , M.L. and Le Breton، نويسنده , , A. and Viot، نويسنده , , M.، نويسنده ,

  • Issue Information
    ماهنامه با شماره پیاپی سال 2010
  • Pages
    7
  • From page
    484
  • To page
    490
  • Abstract
    Filtering problems with general exponential quadratic criteria are investigated for Gauss–Markov processes. In this setting, the linear exponential Gaussian and risk sensitive filtering problems are solved and it is shown that they may have different solutions.
  • Keywords
    Riccati equation , Gauss–Markov process , optimal filtering , Risk sensitive filtering , Exponential criteria
  • Journal title
    Systems and Control Letters
  • Serial Year
    2010
  • Journal title
    Systems and Control Letters
  • Record number

    1675517

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=1675517