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
Link To Document