Game theory approach to state estimation of linear discrete-time processes and its relation to<i>H∞</i>-optimal estimation (Q4013286): Difference between revisions
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scientific article
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English | Game theory approach to state estimation of linear discrete-time processes and its relation to<i>H∞</i>-optimal estimation |
scientific article |
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Game theory approach to state estimation of linear discrete-time processes and its relation to<i>H∞</i>-optimal estimation (English)
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27 September 1992
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\(H^ \infty\) optimization
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linear quadratic game theory
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Riccati equation
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error covariance matrix
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