Title :
Robustness and risk-sensitive filtering
Author :
Boel, R.K. ; James, M.R. ; Petersen, I.R.
Author_Institution :
Dept. of Electr. Eng., Univ. Gent, Belgium
Abstract :
This paper gives a precise meaning to the robustness of risk-sensitive filters for problems in which one is uncertain as to the exact value of the probability model
Keywords :
estimation theory; filtering theory; probability; uncertain systems; probability model uncertainty; risk-sensitive filtering; robust estimation; Australia; Extraterrestrial measurements; Filtering; Filters; Probability; Random variables; Robust control; Robustness; Signal processing; Statistical distributions;
Conference_Titel :
Decision and Control, 1997., Proceedings of the 36th IEEE Conference on
Conference_Location :
San Diego, CA
Print_ISBN :
0-7803-4187-2
DOI :
10.1109/CDC.1997.657112
