Game theory approach to optimal linear state estimation and its relation to the minimum H/sub infinity /-norm estimation

DOI10.1109/9.256343zbMath0769.90087OpenAlexW2000466232MaRDI QIDQ3994096

Publication date: 13 August 1992

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.256343

zbMATH Keywords

Riccati equation stochastic differential game saddle-point equilibrium \(H^ \infty\)-optimal estimator finite-dimensional linear control system finite-time optimal state estimation

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Estimation and detection in stochastic control theory (93E10) (H^infty)-control (93B36) Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15) Control/observation systems governed by ordinary differential equations (93C15) Probabilistic games; gambling (91A60)

Related Items (12)

Discrete-time mixed ℋ︁₂ /ℋ︁_∞ nonlinear filtering ⋮ Non-fragile \(H_\infty \) filter design for linear continuous-time systems ⋮ Trade-offs in linear filter design ⋮ Reduced-order \(H_{\infty}\) filtering for singular systems ⋮ Modeling Interactions in Complex Systems: Self-Coordination, Game-Theoretic Design Protocols, and Performance Reliability-Aided Decision Making ⋮ Performance-reliability-aided decision-making in multiperson quadratic decision games against jamming and estimation confrontations ⋮ \(H_ \infty\) filtering for a class of uncertain nonlinear systems ⋮ A generalized parameter-dependent approach to robust \(H _{\infty }\) filtering of stochastic systems ⋮ M-estimator-based robust Kalman filter for systems with process modeling errors and rank deficient measurement models ⋮ Robust control of discrete time uncertain dynamical systems ⋮ Estimation of autoregressive fading channels based on two cross-coupled \(H_{\infty }\) filters ⋮ Interpolation approach to \(H^{\infty}\) estimation and its interconnection to loop transfer recovery

This page was built for publication: Game theory approach to optimal linear state estimation and its relation to the minimum H/sub infinity /-norm estimation