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- W2020100567 abstract "The purpose of this note is to compute risk-sensitive Zakai and Kushne-Stratonovitch equations for partially observed systems with correlated noises. These equations are explicitly solved in the linear exponential quadratic Gaussian case." @default.
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- W2020100567 date "2000-01-01" @default.
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- W2020100567 title "Risk sensitive nonlinear filtering with correlated noises" @default.
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- W2020100567 doi "https://doi.org/10.1016/s0893-9659(99)00151-2" @default.
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