Finite horizon robust state estimation for uncertain finite-alphabet hidden Markov models with conditional relative entropy constraints
暂无分享,去创建一个
[1] Ian R. Petersen,et al. Finite Horizon Minimax Optimal Control of Stochastic Partially Observed Time Varying Uncertain Systems , 1999, Math. Control. Signals Syst..
[2] Ian R. Petersen,et al. Minimax optimal control of stochastic uncertain systems with relative entropy constraints , 2000, IEEE Trans. Autom. Control..
[3] John B. Moore,et al. Risk-sensitive filtering and smoothing for hidden Markov models , 1995 .
[4] Steven I. Marcus,et al. Estimation of hidden markov models: risk-sensitive filter banks and qualitative analysis of their sample paths , 2002, IEEE Trans. Autom. Control..
[5] Gang George Yin,et al. On nearly optimal controls of hybrid LQG problems , 1999, IEEE Trans. Autom. Control..
[6] Ian R. Petersen,et al. Robustness and risk-sensitive filtering , 2002, IEEE Trans. Autom. Control..
[7] Bernard C. Levy,et al. Robust least-squares estimation with a relative entropy constraint , 2004, IEEE Transactions on Information Theory.
[8] Lawrence R. Rabiner,et al. A tutorial on hidden Markov models and selected applications in speech recognition , 1989, Proc. IEEE.
[9] Ian R. Petersen,et al. Robust filtering of stochastic uncertain systems on an infinite time horizon , 2002 .
[10] D. Luenberger. Optimization by Vector Space Methods , 1968 .
[11] W. P. Malcolm,et al. An Algorithmic Estimation Scheme for Hybrid Stochastic Systems , 2005, Proceedings of the 44th IEEE Conference on Decision and Control.
[12] Robert J. Elliott,et al. Filtering with Discrete State Observations , 1997 .
[13] P. Shields. The Ergodic Theory of Discrete Sample Paths , 1996 .
[14] Myung-Gon Yoon,et al. On the worst-case disturbance of minimax optimal control , 2005, Autom..
[15] Neri Merhav,et al. Hidden Markov processes , 2002, IEEE Trans. Inf. Theory.
[16] R. Elliott,et al. Adaptive control of linear systems with Markov perturbations , 1998, IEEE Trans. Autom. Control..
[17] J. Lynch,et al. A weak convergence approach to the theory of large deviations , 1997 .
[18] Ian R. Petersen,et al. A duality relationship for regular conditional relative entropy , 2005 .
[19] Ian R. Petersen,et al. Robust finite horizon minimax filtering for discrete-time stochastic uncertain systems , 2004, Syst. Control. Lett..
[20] John B. Moore,et al. Hidden Markov Models: Estimation and Control , 1994 .
[21] Ian R. Petersen,et al. Probabilistic distances between finite-state finite-alphabet hidden Markov models , 2005, IEEE Transactions on Automatic Control.
[22] Michel Loève,et al. Probability Theory I , 1977 .
[23] Kai Lai Chung,et al. A Course in Probability Theory , 1949 .