About Gaussian filtering problems with general exponential quadratic criteria

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dc.creatorKeptsyna, M. L.
dc.creatorBreton, A. Le
dc.creatorViot, M.
dc.date2009-02-05
dc.date.accessioned2026-07-07T12:38:16Z
dc.date.available2026-07-07T12:38:16Z
dc.descriptionFiltering problems with general exponential quadratic criteria are investigated for Gauss-Markov processes. In this setting, the Linear Exponential Gaussian and Risk-Sensitive filtering problems are solved and it is shown that they may have different solutions.
dc.identifierhttps://arxiv.org/abs/0902.0940
dc.identifierhttp://arxiv.org/abs/0902.0940
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/218702
dc.subjectProbability
dc.subject60G15, 60G44, 62M20
dc.titleAbout Gaussian filtering problems with general exponential quadratic criteria
dc.typetext

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