Risk sensitive nonlinear filtering with correlated noises.
Patrick FlorchingerPublished in: Appl. Math. Lett. (2000)
Keyphrases
- nonlinear filtering
- risk sensitive
- optimal control
- utility function
- compressed sensing
- anisotropic diffusion
- markov decision processes
- denoising
- optimality criterion
- model free
- nonlinear filters
- image reconstruction
- control policies
- markov decision problems
- decision theoretic
- expected utility
- multiscale
- partial differential equations
- edge detection
- image processing
- image segmentation