Discrete-time mixed ℋ︁<sub>2</sub> /ℋ︁<sub>∞</sub> nonlinear filtering (Q2903967)

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Discrete-time mixed ℋ︁<sub>2</sub> /ℋ︁<sub>∞</sub> nonlinear filtering
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    Discrete-time mixed ℋ︁<sub>2</sub> /ℋ︁<sub>∞</sub> nonlinear filtering (English)
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    4 August 2012
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    two-person nonzero-sum differential game
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    discrete-time coupled Hamilton
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    Jacobi
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    Isaac's equations
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    Taylor-series approximation
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    iterative solution
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