Browsing by Subject "Optimal filtering"
Now showing items 1-2 of 2
Discrete-time risk-sensitive filters with on-Gaussian initial conditions and their ergodic properties (2001)We study asymptotic stability properties of risk-sensitive filters with respect to their initial conditions. We consider a linear time-invariant systems with initial conditions that are not necessarily Gaussian. We show ...
(2011)In this letter, filtering over wireless communication channels subject to packet losses is considered. The packet losses are assumed to follow a Bernoulli distribution. The latter is interpreted as a special case of a ...