Optimal discrete-timeH∞/γ0filtering and control under unknown covariances
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Publication:2807886
DOI10.1080/00207179.2015.1091511zbMath1338.93372OpenAlexW1822948913MaRDI QIDQ2807886
Publication date: 25 May 2016
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207179.2015.1091511
discrete-time systemsunknown covariances\(H_\infty/\gamma_0\) control\(H_\infty/\gamma_0\) filteringmixed stochastic and deterministic disturbancesperformance measure \(\gamma_0\)
Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) (H^infty)-control (93B36) Linear systems in control theory (93C05)
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