• DocumentCode
    1847090
  • Title

    Risk sensitive filtering equations in infinite dimensions

  • Author

    Florchinger, Patrick

  • Author_Institution
    Metz Univ., France
  • Volume
    1
  • fYear
    1999
  • fDate
    1999
  • Firstpage
    582
  • Abstract
    The aim of this paper is to compute the risk-sensitive filtering equations for a Hilbert space valued state process observed through a finite dimensional process
  • Keywords
    Hilbert spaces; differential equations; filtering theory; observers; probability; stochastic processes; Hilbert space valued state process; finite dimensional process; infinite dimensions; risk sensitive filtering equations; Costs; Equations; Extraterrestrial measurements; Filtering theory; Filters; Hilbert space; Q measurement; Random variables; Stochastic processes; Yttrium;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1999. Proceedings of the 38th IEEE Conference on
  • Conference_Location
    Phoenix, AZ
  • ISSN
    0191-2216
  • Print_ISBN
    0-7803-5250-5
  • Type

    conf

  • DOI
    10.1109/CDC.1999.832845
  • Filename
    832845
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1847090