Prediction, filtering, smoothing and deconvolution in a discrete H infinity setting: A game theory approach

DOI10.1080/002071798221993zbMath0945.93025OpenAlexW2328352637MaRDI QIDQ4259071

Ali A. Jalali, Youngchul Kim, Hansil Kim, Craig S. Sims

Publication date: 23 November 1999

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

Full work available at URL: https://doi.org/10.1080/002071798221993

zbMATH Keywords

predictionsmoothingfilteringdeconvolutiondiscrete-time dynamical systemperformance indexquadratic gamesoptimal estimator of states

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Applications of game theory (91A80) Discrete-time control/observation systems (93C55) (H^infty)-control (93B36) Data smoothing in stochastic control theory (93E14)

Related Items (4)

Robust H ∞ filtering for discrete time-varying uncertain systems with a known deterministic input ⋮ Discrete \(H_\infty\) estimator design of unknown input: game-theoretic approach ⋮ \(H_\infty\) deconvolution filter design for uncertain linear discrete time-variant systems: a Krein space approach ⋮ Deconvolution filtering for stochastic systems via homogeneous polynomial Lyapunov functions

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