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
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 14:45, 5 March 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
