• DocumentCode
    2800194
  • Title

    Robustness and risk-sensitive filtering

  • Author

    Boel, R.K. ; James, M.R. ; Petersen, I.R.

  • Author_Institution
    Dept. of Electr. Eng., Univ. Gent, Belgium
  • Volume
    3
  • fYear
    1997
  • fDate
    10-12 Dec 1997
  • Firstpage
    2273
  • Abstract
    This paper gives a precise meaning to the robustness of risk-sensitive filters for problems in which one is uncertain as to the exact value of the probability model
  • Keywords
    estimation theory; filtering theory; probability; uncertain systems; probability model uncertainty; risk-sensitive filtering; robust estimation; Australia; Extraterrestrial measurements; Filtering; Filters; Probability; Random variables; Robust control; Robustness; Signal processing; Statistical distributions;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1997., Proceedings of the 36th IEEE Conference on
  • Conference_Location
    San Diego, CA
  • ISSN
    0191-2216
  • Print_ISBN
    0-7803-4187-2
  • Type

    conf

  • DOI
    10.1109/CDC.1997.657112
  • Filename
    657112