Risk-sensitive filtering and smoothing for continuous-time Markov processes

Citation

Malcolm, W, Elliott, R & James, M 2005, 'Risk-sensitive filtering and smoothing for continuous-time Markov processes', IEEE Transactions on Information Theory, vol. 51, no. 5, pp. 1731-1738.

Year

2005

Field of Research

  • Calculus Of Variations, Systems Theory And Control Theory

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