Finite horizon robust state estimation for uncertain finite-alphabet hidden Markov models with conditional relative entropy constraints

Li Xie, Valery A. Ugrinovskii, Ian R. Petersen. Finite horizon robust state estimation for uncertain finite-alphabet hidden Markov models with conditional relative entropy constraints. In 45th IEEE Conference on Decision and Control, CDC 2006, San Diego, CA, USA, 13-15 December, 2006. pages 4497-4502, IEEE, 2004. [doi]

Abstract

Abstract is missing.