Cubature Kalman filter with risk sensitive cost function.
Shovan Bhaumik SwatiPublished in: ICSIPA (2011)
Keyphrases
- kalman filter
- risk sensitive
- cost function
- optimal control
- kalman filtering
- utility function
- markov decision processes
- model free
- state estimation
- object tracking
- particle filter
- mean shift
- extended kalman filter
- control policies
- particle filtering
- step size
- objective function
- expected utility
- optimality criterion
- decision theoretic
- face recognition
- dynamic programming
- video sequences
- markov decision problems
- reinforcement learning
- efficient optimization
- evolutionary algorithm
- artificial neural networks
- decision making