Risk-Sensitive Extended Kalman Filter
Armand Jordana,Avadesh Meduri,Etienne Arlaud,Justin Carpentier,Ludovic Righetti,Armand Jordana,Avadesh Meduri,Etienne Arlaud,Justin Carpentier,Ludovic Righetti
Designing robust algorithms in the face of estimation uncertainty is a challenging task. Indeed, controllers seldom consider estimation uncertainty and only rely on the most likely estimated state. Consequently, sudden changes in the environment or the robot’s dynamics can lead to catastrophic behaviors. Leveraging recent results in risk-sensitive optimal control, this paper presents a risk-sensit...
