Game theory approach to H/sub ∞/-optimal discrete-time fixed-point and fixed-lag smoothing
DOI10.1109/9.317131zbMATH Open0818.93074OpenAlexW1537115817MaRDI QIDQ4324944FDOQ4324944
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
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game theorydiscrete-timesaddle-point equilibriumsmoothing estimators\(H_ \infty\) fixed-lag smoothing filter\(H_ \infty\)-optimal fixed-point smoothing
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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- Robust H ∞ filtering for discrete time-varying uncertain systems with a known deterministic input
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- Game theory approach to optimal linear state estimation and its relation to the minimum H/sub infinity /-norm estimation
- A fully probabilistic design for stochastic systems with input delay
- Filtering for rectangular discrete-time descriptor systems
- Game theory approach to finite-time horizon optimal estimation
- \(H_{\infty}\) fixed-lag smoothing for discrete linear time-varying systems
- Detecting stealthy integrity attacks in a class of nonlinear cyber-physical systems: a backward-in-time approach
- Prediction, filtering, smoothing and deconvolution in a discrete H infinity setting: A game theory approach
- A distributed algorithm for H-infinity fixed-lag smoothing
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