Game theory approach to optimal linear state estimation and its relation to the minimum H/sub infinity /-norm estimation (Q3994096): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 00:33, 6 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Game theory approach to optimal linear state estimation and its relation to the minimum H/sub infinity /-norm estimation |
scientific article |
Statements
Game theory approach to optimal linear state estimation and its relation to the minimum H/sub infinity /-norm estimation (English)
0 references
13 August 1992
0 references
finite-time optimal state estimation
0 references
finite-dimensional linear control system
0 references
stochastic differential game
0 references
Riccati equation
0 references
saddle-point equilibrium
0 references
\(H^ \infty\)-optimal estimator
0 references
