Risk-sensitive filtering for jump Markov linear systems.
Umut OrgunerMübeccel DemireklerPublished in: Autom. (2008)
Keyphrases
- linear systems
- risk sensitive
- markov chain
- optimal control
- utility function
- markov decision processes
- sufficient conditions
- dynamical systems
- model free
- decision theoretic
- markov model
- sparse linear systems
- transition probabilities
- coefficient matrix
- markov decision problems
- optimality criterion
- efficient optimization
- control policies
- finite state
- artificial intelligence
- pid controller
- state space
- artificial neural networks