Game theory approach to finite-time horizon optimal estimation

DOI10.1109/9.222310MaRDI QIDQ3137993zbMATH OpenOpenAlexFDO

Authors I. Yaesh, U. Shaked

Publication date 20 December 1993

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/9.222310

Mathematics Subject Classification ID

Applications of game theory (91A80) (H^infty)-control (93B36) Least squares and related methods for stochastic control systems (93E24)

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(10)

• Game theory approach to H/sub ∞/-optimal discrete-time fixed-point and fixed-lag smoothing
• Estimation of Parameters of Games with a Hierarchical Vector of Interests
• The Wonham filter under uncertainty: A game-theoretic approach
• Sequential optimizing strategy in multi-dimensional bounded forecasting games
• A game theoretic approach to robust filtering
• State estimation of continuous-time radial basis function networks
• Game theory approach to optimal linear state estimation and its relation to the minimum H/sub infinity /-norm estimation
• A dynamic game approach to mixedH∞/H2 estimation
• Game theory approach to state estimation of linear discrete-time processes and its relation toH∞-optimal estimation
• A game theory approach to constrained minimax state estimation

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