| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 750355 | Systems & Control Letters | 2010 | 7 Pages |
Abstract
Filtering problems with general exponential quadratic criteria are investigated for Gauss–Markov processes. In this setting, the linear exponential Gaussian and risk sensitive filtering problems are solved and it is shown that they may have different solutions.
Keywords
Related Topics
Physical Sciences and Engineering
Engineering
Control and Systems Engineering
Authors
M.L. Kleptsyna, A. Le Breton, M. Viot,