Title :
Risk sensitive filtering equations in infinite dimensions
Author :
Florchinger, Patrick
Author_Institution :
Metz Univ., France
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;
Conference_Titel :
Decision and Control, 1999. Proceedings of the 38th IEEE Conference on
Conference_Location :
Phoenix, AZ
Print_ISBN :
0-7803-5250-5
DOI :
10.1109/CDC.1999.832845
