Browsing by Author "Dey, Subhrakanti"
Now showing items 1-2 of 2
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Conference Object
Discrete-time risk-sensitive filters with non-Gaussian initial conditions and their ergodic properties
Dey, Subhrakanti; Charalambous, Charalambos D. (IEEE, 1999)In this paper, we study asymptotic stability properties of risk-sensitive filters with respect to their initial conditions. In particular, we consider a linear time-invariant systems with initial conditions that are not ...
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Conference Object
New finite-dimensional risk-sensitive filters: Small-noise limits
Charalambous, Charalambos D.; Dey, Subhrakanti; Elliott, Robert J. (IEEE, 1997)This paper is concerned with continuous-time nonlinear risk-sensitive filters. It is shown that for large classes of nonlinearities entering both the dynamics and measurements, these filters are finite-dimensional, ...