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
Removed claims |
Changed an Item |
||
Property / author | |||
Property / author: Isaac Yaesh / rank | |||
Normal rank | |||
Property / author | |||
Property / author: Uri Shaked / rank | |||
Normal rank |
Revision as of 11:47, 20 February 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