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    Risk-Sensitive Particle Filters for Mitigating Sample Impoverishment
    13 years 4 months ago
    Risk-Sensitive Particle Filters for Mitigating Sample Impoverishment
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    Risk-sensitive filters (RSF) put a penalty to higher-order moments of the estimation error compared to conventional filters as the Kalman filter minimizing the mean square error. ...
    Umut Orguner, Fredrik Gustafsson
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