Optimal estimation and control of discrete multiplicative systems with unknown second-order statistics

DOI10.1007/BF00940029zbMath0687.93082MaRDI QIDQ1263566

Yannis A. Phillis

Publication date: 1990

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

multiplicative noisedeterministic game-theoretic equivalenceexistence of a saddle-point estimator

Mathematics Subject Classification ID

Applications of game theory (91A80) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

Related Items (4)

Parametrization of all linear compensators for discrete-time stochastic parameter systems ⋮ Fixed-point smoothing algorithm for discrete multiplicative systems ⋮ Minimax control of a process in a linear uncertain-stochastic system with incomplete data ⋮ Finite precision optimal controllers design using genetic algorithms

Cites Work

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• Minimax linear filtering of dynamic discrete-time processes
• Minimax control of linear stochastic systems with noise uncertainty
• Minimax state estimation for linear stochastic systems with noise uncertainty
• Optimal Stationary Control with State Control Dependent Noise
• Minimax Theorems

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