Optimal risk-sensitive filtering and control for linear stochastic systems

Maria Aracelia Alcorta-Garcia, Michael V. Basin, Yazmin G. A. Sanchez. Optimal risk-sensitive filtering and control for linear stochastic systems. In Proceedings of the 47th IEEE Conference on Decision and Control, CDC 2008, December 9-11, 2008, CancĂșn, MĂ©xico. pages 43-48, IEEE, 2008. [doi]

Abstract

Abstract is missing.