Optimum performance levels for minimax filters, predictors and smoothers

Systems and Control Letters

Volumn 16, Issue 5, 1991, Pages 309-317

  Başar, Tamer ^a  

^a UNIVERSITY OF ILLINOIS AT URBANA CHAMPAIGN   (United States)

Author keywords

H smoothing; Kalman filtering and prediction; Minimax estimation; zero sum games

Indexed keywords

AUTOMATA THEORY - RECURSIVE FUNCTIONS; MATHEMATICAL TECHNIQUES - LINEARIZATION; SIGNAL FILTERING AND PREDICTION - KALMAN FILTERING;

LINEAR TIME VARYING SYSTEMS; MINIMAX ESTIMATION;

CONTROL SYSTEMS, PREDICTIVE;

EID: 0026154328     PISSN: 01676911     EISSN: None     Source Type: Journal    
DOI: 10.1016/0167-6911(91)90052-G     Document Type: Article

References (6)

1. Recursive state estimation for a set-membership description of uncertainty
2. ∞ setting
3. A general theory for Stackelberg games with partial state information