Robustness and risk-sensitive filtering

被引：0

作者：

Boel, RK ^{[1
]}

James, MR ^{[1
]}

Petersen, IR ^{[1
]}

机构：

[1] State Univ Ghent, Dept Elect Engn, B-9000 Ghent, Belgium

来源：

PROCEEDINGS OF THE 36TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-5 | 1997年

关键词：

estimation; filtering; robustness; risk-sensitive;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

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.

引用

页码：2273 / 2278

页数：6

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