A dynamic game approach to mixedH∞/H2 estimation

DOI<link itemprop=identifier href="https://doi.org/10.1002/(SICI)1099-1239(199605)6:4<331::AID-RNC236>3.0.CO;2-9" /><331::AID-RNC236>3.0.CO;2-9 10.1002/(SICI)1099-1239(199605)6:4<331::AID-RNC236>3.0.CO;2-9zbMath0849.93062OpenAlexW1993728587MaRDI QIDQ4884701

Yahali Theodor, Uri Shaked

Publication date: 29 October 1996

Full work available at URL: https://doi.org/10.1002/(sici)1099-1239(199605)6:4<331::aid-rnc236>3.0.co;2-9

zbMATH Keywords

filteringdynamic gamemixed \(H_ \infty/H_ 2\) estimation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) (H^infty)-control (93B36) Probabilistic games; gambling (91A60)

Related Items (6)

Discrete-time mixed ℋ︁₂ /ℋ︁_∞ nonlinear filtering ⋮ A game theory approach to mixed control for a class of stochastic time-varying systems with randomly occurring nonlinearities ⋮ Discrete-time filtering for nonlinear polynomial systems over linear observations ⋮ Mixed ℋ︁₂/ℋ︁_∞nonlinear filtering ⋮ Variance-constrained multiobjective control and filtering for nonlinear stochastic systems: a survey ⋮ A cubatureH_∞filter and its square-root version

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