Prediction, filtering, smoothing and deconvolution in a discrete H infinity setting: A game theory approach (Q4259071)

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scientific article; zbMATH DE number 1326160
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Prediction, filtering, smoothing and deconvolution in a discrete H infinity setting: A game theory approach
scientific article; zbMATH DE number 1326160

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    Prediction, filtering, smoothing and deconvolution in a discrete H infinity setting: A game theory approach (English)
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    23 November 1999
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    discrete-time dynamical system
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    optimal estimator of states
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    performance index
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    prediction
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    filtering
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    smoothing
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    deconvolution
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    quadratic games
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