Game theory approach to state estimation of linear discrete-time processes and its relation to<i>H∞</i>-optimal estimation (Q4013286): Difference between revisions
From MaRDI portal
Latest revision as of 13:08, 16 May 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Game theory approach to state estimation of linear discrete-time processes and its relation to<i>H∞</i>-optimal estimation |
scientific article |
Statements
Game theory approach to state estimation of linear discrete-time processes and its relation to<i>H∞</i>-optimal estimation (English)
0 references
27 September 1992
0 references
\(H^ \infty\) optimization
0 references
linear quadratic game theory
0 references
Riccati equation
0 references
error covariance matrix
0 references
0 references