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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
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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 |
| Related URLs: | |
| 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 |
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