2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/218702Filtering 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.Probability60G15, 60G44, 62M20text