Game theory approach to state estimation of linear discrete-time processes and its relation to H∞ -optimal estimation

International Journal of Control

Volumn 55, Issue 6, 1992, Pages 1443-1452

  Yaesh, I ^a   Shaked, U ^a  

^a TEL AVIV UNIVERSITY   (Israel)

Author keywords

[No Author keywords available]

Indexed keywords

DISCRETE TIME CONTROL SYSTEMS; GAME THEORY; INFORMATION THEORY; LINEAR ALGEBRA; LINEAR CONTROL SYSTEMS; MEASUREMENT ERRORS; OPTIMAL CONTROL SYSTEMS; PERTURBATION TECHNIQUES; RANDOM PROCESSES; SIGNAL FILTERING AND PREDICTION; STATE SPACE METHODS; STATISTICAL METHODS;

GAME THEORETIC FILTER; MEASUREMENT NOISE PROCESSES; MODIFIED RICCATI EQUATION;

STATE ESTIMATION;

EID: 0026880211     PISSN: 00207179     EISSN: 13665820     Source Type: Journal    
DOI: 10.1080/00207179208934293     Document Type: Article

References (13)

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