Risk-sensitive filtering, prediction and smoothing for discrete-time singular systems
- 31 January 2003
- journal article
- research article
- Published by Elsevier BV in Automatica
- Vol. 39 (1), 57-66
- https://doi.org/10.1016/s0005-1098(02)00168-1
Abstract
No abstract availableKeywords
This publication has 15 references indexed in Scilit:
- H/sub ∞/ prediction and smoothing for discrete-time systems: a J-spectral factorization approachPublished by Institute of Electrical and Electronics Engineers (IEEE) ,2002
- Kalman filtering for general discrete-time linear systemsIEEE Transactions on Automatic Control, 1999
- Risk-sensitive filtering and smoothing via reference probability methodsIEEE Transactions on Automatic Control, 1997
- Optimal and self-tuning white noise estimators with applications to deconvolution and filtering problemsAutomatica, 1996
- Linear estimation in Krein spaces. II. ApplicationsIEEE Transactions on Automatic Control, 1996
- Recursive state and parameter estimation of SISO singular systemsIEE Proceedings D Control Theory and Applications, 1992
- Singular Control SystemsPublished by Springer Science and Business Media LLC ,1989
- Efficient algorithm for matrix spectral factorizationAutomatica, 1985
- Controllability, observability, and duality in singular systemsIEEE Transactions on Automatic Control, 1984
- Optimal stochastic linear systems with exponential performance criteria and their relation to deterministic differential gamesIEEE Transactions on Automatic Control, 1973