Game theory approach to H/sub ∞/-optimal discrete-time fixed-point and fixed-lag smoothing

DOI10.1109/9.317131MaRDI QIDQ4324944zbMATH OpenOpenAlexFDO

Authors Yahali Theodor, U. Shaked

Publication date 17 April 1995

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

Full work available at URL https://doi.org/10.1109/9.317131

zbMATH Keywords

game theorydiscrete-timesaddle-point equilibriumsmoothing estimators\(H_ \infty\) fixed-lag smoothing filter\(H_ \infty\)-optimal fixed-point smoothing

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) (H^infty)-control (93B36) Discrete-time control/observation systems (93C55) Probabilistic games; gambling (91A60) Data smoothing in stochastic control theory (93E14)

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Cited in

(13)

• On Discrete-Time<tex>$H_infty$</tex>Fixed-Lag Smoothing
• A fully probabilistic design for stochastic systems with input delay
• A distributed algorithm for H-infinity fixed-lag smoothing
• On the \(H^{\infty}\) fixed-lag smoothing: How to exploit the information preview.
• Filtering for rectangular discrete-time descriptor systems
• Game theory approach to optimal linear state estimation and its relation to the minimum H/sub infinity /-norm estimation
• \(H_{2}\) control of preview systems
• \(H_{\infty}\) fixed-lag smoothing for discrete linear time-varying systems
• Prediction, filtering, smoothing and deconvolution in a discrete H infinity setting: A game theory approach
• Game theory approach to state estimation of linear discrete-time processes and its relation toH∞-optimal estimation
• Robust H ∞ filtering for discrete time-varying uncertain systems with a known deterministic input
• Game theory approach to finite-time horizon optimal estimation
• Detecting stealthy integrity attacks in a class of nonlinear cyber-physical systems: a backward-in-time approach

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