Discrete-time mixed ℋ︁2 /ℋ︁∞ nonlinear filtering

DOI10.1002/rnc.1643zbMath1244.91002OpenAlexW1988391553MaRDI QIDQ2903967

M. D. S. Aliyu, El-Kébir Boukas

Publication date: 4 August 2012

Published in: International Journal of Robust and Nonlinear Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/rnc.1643

zbMATH Keywords

iterative solutionJacobitwo-person nonzero-sum differential gameTaylor-series approximationdiscrete-time coupled HamiltonIsaac's equations

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) 2-person games (91A05) Differential games (aspects of game theory) (91A23) Discrete-time control/observation systems (93C55) (H^infty)-control (93B36) Observability (93B07)

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