Observation-parameterised risk-sensitive state estimation with correlated noise processes.
Patrick FlorchingerW. Paul MalcolmPublished in: CDC (2004)
Keyphrases
- state estimation
- correlated noise
- risk sensitive
- optimal control
- kalman filter
- particle filter
- markov decision processes
- dynamic systems
- kalman filtering
- utility function
- visual tracking
- particle filtering
- model free
- decision theoretic
- expected utility
- image processing
- control policies
- markov decision problems
- optimality criterion
- probability distribution
- image sequences