Finite-dimensional solutions of a modified Zakai equations

被引：0
|
作者：
26 Taylor Street, Millburn, NJ 07041, United States [1 ]
不详 [2 ]
机构：
来源：
Math Control Signals Syst | / 4卷 / 341-351期
关键词：
Control nonlinearities - Integral equations - Kalman filtering - Problem solving - Sensitivity analysis;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In risk-sensitive control a modified Zakai equation arises which includes an extra term related to the exponential running cost. We show that a wide class of finite-dimensional solutions related to the Benes filter is possible as long as nonlinearities in the drift are canceled in an appropriate way by terms in the running cost.
引用
收藏
相关论文
共 50 条
12345