Game theory approach to finite-time horizon optimal estimation

DOI10.1109/9.222310zbMATH Open0783.93105OpenAlexW2157184951MaRDI QIDQ3137993FDOQ3137993

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

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Mathematics Subject Classification ID

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

Cited In (10)

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

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