DocumentCode
3009015
Title
Risk sensitive filtering equations in infinite dimensional spaces with counting observation
Author
Florchinger, Patrick
Volume
5
fYear
2000
fDate
2000
Firstpage
4280
Abstract
The purpose of this paper is to compute the risk-sensitive filtering equations when the state process, given as the solution of a stochastic differential equation on an infinite dimensional Hilbert space, is observed through a counting observation
Keywords
Hilbert spaces; filtering theory; multidimensional systems; observers; counting observation; infinite dimensional Hilbert space; infinite dimensional spaces; risk sensitive filtering equations; stochastic differential equation; Differential equations; Filtering; Filtration; Hilbert space; Integral equations; Nonlinear filters; Q measurement; Stochastic processes; Stochastic systems; Yttrium;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 2000. Proceedings of the 39th IEEE Conference on
Conference_Location
Sydney, NSW
ISSN
0191-2216
Print_ISBN
0-7803-6638-7
Type
conf
DOI
10.1109/CDC.2001.914573
Filename
914573
Link To Document