| dc.contributor.author | Charalambous, Charalambos D. | en |
| dc.contributor.author | Dey, S. | en |
| dc.contributor.author | Elliott, R. J. | en |
| dc.creator | Charalambous, Charalambos D. | en |
| dc.creator | Dey, S. | en |
| dc.creator | Elliott, R. J. | en |
| dc.date.accessioned | 2019-04-08T07:45:10Z | |
| dc.date.available | 2019-04-08T07:45:10Z | |
| dc.date.issued | 1998 | |
| dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/43047 | |
| dc.description.abstract | 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 generalizations of the Benes filters. Specific examples are discussed. The small noise limiting analog is discussed using change of probability measures. | en |
| dc.source | IEEE Transactions on Automatic Control | en |
| dc.source.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-0032187370&doi=10.1109%2f9.720499&partnerID=40&md5=77bc4195dbf39c81c75e85287e467f1c | |
| dc.subject | Risk-sensitive | en |
| dc.subject | Filtering | en |
| dc.subject | Finite-dimensional | en |
| dc.title | New finite-dimensional risk-sensitive filters: Small noise limits | en |
| dc.type | info:eu-repo/semantics/article | |
| dc.identifier.doi | 10.1109/9.720499 | |
| dc.description.volume | 43 | |
| dc.description.issue | 10 | |
| dc.description.startingpage | 1424 | |
| dc.description.endingpage | 1429 | |
| dc.author.faculty | Πολυτεχνική Σχολή / Faculty of Engineering | |
| dc.author.department | Τμήμα Ηλεκτρολόγων Μηχανικών και Μηχανικών Υπολογιστών / Department of Electrical and Computer Engineering | |
| dc.type.uhtype | Article | en |
| dc.source.abbreviation | IEEE Trans Autom Control | en |
| dc.contributor.orcid | Charalambous, Charalambos D. [0000-0002-2168-0231] | |
| dc.gnosis.orcid | 0000-0002-2168-0231 | |
