Game theory approach to H/sub ∞/-optimal discrete-time fixed-point and fixed-lag smoothing
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Publication:4324944
DOI10.1109/9.317131zbMath0818.93074OpenAlexW1537115817MaRDI QIDQ4324944
Publication date: 17 April 1995
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/9.317131
game theorydiscrete-timesaddle-point equilibriumsmoothing estimators\(H_ \infty\) fixed-lag smoothing filter\(H_ \infty\)-optimal fixed-point smoothing
Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) (H^infty)-control (93B36) Data smoothing in stochastic control theory (93E14) Probabilistic games; gambling (91A60)
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