Dey, Subhrakanti and Moore, John B. (1996) On finite-dimensional risk-sensitive estimation. In: Fourth International Symposium on Signal Processing and Its Applications. IEEE, pp. 849-852. ISBN 0780341147

Preview

Download (398kB) | Preview

Abstract

In this paper, we address the finite-dimensionality issues regarding discrete-time risk-sensitive estimation for stochastic nonlinear systems. We show that for a bilinear system with an unknown parameter, finite-dimensional risk-sensitive estimates can be obtained. A necessary condition is obtained for nonlinear systems with no process noise such that one can obtain finite-dimensional risk-sensitive estimates.

Item Type:	Book Section
Additional Information:	Cite as: S. Dey and J. B. Moore, "On Finite-dimensional Risk-sensitive Estimation," Fourth International Symposium on Signal Processing and Its Applications, 1996, pp. 849-852.
Keywords:	finite; dimensional; risk-sensitive; estimation;
Academic Unit:	Faculty of Science and Engineering > Electronic Engineering Faculty of Science and Engineering > Research Institutes > Hamilton Institute
Item ID:	14433
Depositing User:	Subhrakanti Dey
Date Deposited:	18 May 2021 14:32
Publisher:	IEEE
Refereed:	Yes
URI:	Publisher
Use Licence:	This item is available under a Creative Commons Attribution Non Commercial Share Alike Licence (CC BY-NC-SA). Details of this licence are available here

Repository Staff Only(login required)

Item control page

Downloads

Origin of downloads