Browsing by Subject "Optimal filtering"

Now showing items 1-2 of 2

Article

Discrete-time risk-sensitive filters with on-Gaussian initial conditions and their ergodic properties

Dey, S.; Charalambous, Charalambos D. (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 ...
Article

Optimal filtering over uncertain wireless communication channels

Ma, X.; Djouadi, S. M.; Charalambous, Charalambos D. (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 ...