Game theory approach to state estimation of linear discrete-time processes and its relation to<i>H∞</i>-optimal estimation (Q4013286)

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scientific article; zbMATH DE number 64077
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    Game theory approach to state estimation of linear discrete-time processes and its relation to<i>H∞</i>-optimal estimation
    scientific article; zbMATH DE number 64077

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      Game theory approach to state estimation of linear discrete-time processes and its relation to<i>H∞</i>-optimal estimation (English)
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      27 September 1992
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      \(H^ \infty\) optimization
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      linear quadratic game theory
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      Riccati equation
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      error covariance matrix
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