Game theory approach to optimal linear state estimation and its relation to the minimum H/sub infinity /-norm estimation (Q3994096): Difference between revisions
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Revision as of 10:47, 20 February 2024
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English | Game theory approach to optimal linear state estimation and its relation to the minimum H/sub infinity /-norm estimation |
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Game theory approach to optimal linear state estimation and its relation to the minimum H/sub infinity /-norm estimation (English)
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13 August 1992
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finite-time optimal state estimation
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finite-dimensional linear control system
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stochastic differential game
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Riccati equation
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saddle-point equilibrium
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\(H^ \infty\)-optimal estimator
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