Minimax estimation with intermittent observations
From MaRDI portal
Publication:901106
DOI10.1016/j.automatica.2015.09.004zbMath1329.93137OpenAlexW2176702952MaRDI QIDQ901106
Publication date: 23 December 2015
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2015.09.004
Kalman filteringnetworked control systemszero-sum dynamic gamesintermittent observationsminimax estimation (\(H^\infty\) estimation)
Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) (H^infty)-control (93B36) Stochastic systems in control theory (general) (93E03) Dynamic games (91A25)
Related Items
Optimal capacity allocation for sampled networked systems ⋮ On LQG control design for network systems with/without acknowledgments using a particle filtering technology
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Stability of Kalman filtering with Markovian packet losses
- Minimax control over unreliable communication channels
- Probabilistic performance of state estimation across a lossy network
- Optimal \(\mathcal H_{\infty}\) filtering in networked control systems with multiple packet dropouts
- Filtering and smoothing in an H/sup infinity / setting
- Dual ${H}_{\infty}$ Algorithms for Signal Processing— Application to Speech Enhancement
- Robust H/sub /spl infin// filtering for stochastic time-delay systems with missing measurements
- Robust$H_infty$Power Control for CDMA Cellular Communication Systems
- On Kalman Filtering for Detectable Systems With Intermittent Observations
- ${\cal H}_{\infty}$ Filtering of Discrete-Time Markov Jump Linear Systems Through Linear Matrix Inequalities
- Stochastic Stability of the Extended Kalman Filter With Intermittent Observations
- Kalman Filtering Over a Packet-Dropping Network: A Probabilistic Perspective
- Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systems
- Kalman Filtering With Intermittent Observations
- ${\cal H}_{\infty}$ Estimation for Uncertain Systems With Limited Communication Capacity
- Kalman Filtering With Intermittent Observations: Convergence for Semi-Markov Chains and an Intrinsic Performance Measure
- Kalman Filtering With Intermittent Observations: Weak Convergence to a Stationary Distribution
- Kalman Filtering With Intermittent Observations: Tail Distribution and Critical Value
- Optimal recursive estimation with uncertain observation
- \(H^ \infty\)-optimal control and related minimax design problems. A dynamic game approach.
