On the Lagrange duality of stochastic and deterministic minimax control and filtering problems (Q6094348): Difference between revisions
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scientific article; zbMATH DE number 7737067
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English | On the Lagrange duality of stochastic and deterministic minimax control and filtering problems |
scientific article; zbMATH DE number 7737067 |
Statements
On the Lagrange duality of stochastic and deterministic minimax control and filtering problems (English)
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13 September 2023
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stochastic minimax control
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Kalman filter
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Lagrange duality
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generalized \(H_\infty \)-optimal control and filtering
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generalized \(H_2\)-optimal control
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linear matrix inequalities
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