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The risk-sensitive filter design problem with respect to the exponential mean-square criterion is considered for stochastic Gaussian systems with polynomial drift terms and intensity parameters multiplying diffusion terms in the state and observations equations. The closed-form suboptimal filtering algorithm is obtained by linearizing a nonlinear third degree polynomial system at the operating point...
A complexity theory for unbounded fan-in parallelism is developed where the complexity measure is the simultaneous measure (number of processors, parallel time). Two models of unbounded fan-in parallelism are (1) parallel random access machines that allow simultaneous reading from or writing to the same common memory location, and (2) circuits containing AND's, OR's and NOT's with no bound placed...
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