Adaptive risk-sensitive filter for Markovian jump linear systems.

Shuang Gao Shunyi Zhao Xiaoli Luan Fei Liu

Published in: Autom. (2023)

Keyphrases

linear systems
risk sensitive
dynamical systems
optimal control
sufficient conditions
utility function
coefficient matrix
sparse linear systems
markov chain
markov decision processes
artificial neural networks
optimality criterion