Browsing by Subject "Optimal filtering"
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Article
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 ...
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Article
Optimal filtering over uncertain wireless communication channels
(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 ...