An adaptive risk-sensitive filtering method for Markov jump linear systems with uncertain parameters.

Shunyi Zhao Fei Liu

Published in: J. Frankl. Inst. (2012)

Keyphrases

linear systems
filtering method
risk sensitive
dynamical systems
markov chain
sufficient conditions
post processing
optimal control
markov decision processes
neural network
utility function
decision making
feature extraction
model free
optimality criterion
sparse linear systems