A game theory approach to constrained minimax state estimation

DOI10.1109/TSP.2005.861732zbMATH Open1373.94703MaRDI QIDQ4587657FDOQ4587657

Authors:

Publication date: 30 October 2017

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Recommendations

• Game theory approach to optimal linear state estimation and its relation to the minimum H/sub infinity /-norm estimation
• Game theory approach to state estimation of linear discrete-time processes and its relation toH∞-optimal estimation
• Stochastic discrete-time Nash games with constrained state estimators
• Game theory approach to finite-time horizon optimal estimation
• Game theory approach to state and input simultaneous estimation for discrete-time LTV systems
• Game theory and convex optimization methods in robust estimation problems
• A model of partially observable state game and its optimality
• Game-theoretic techniques for stochastic optimal control and decision-making with incomplete information about a state
• scientific article

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Applications of game theory (91A80) Minimax problems in mathematical programming (90C47)

Cited In (10)

• \(H_{\infty}\) estimation for fuzzy membership function optimization
• Nonlinear optimal control for wind power generators comprising a multi-mass drivetrain and a DFIG
• Minimum distance estimators for dynamic games
• Equality-constrained state estimation for hybrid systems
• Weighted last-step min-max algorithm with improved sub-logarithmic regret
• Performance-reliability-aided decision-making in multiperson quadratic decision games against jamming and estimation confrontations
• Kalman filter constraint switching for turbofan engine health estimation
• Discrete-time minmax filtering subject to a norm-constrained state estimate
• A nonlinear optimal control method against the spreading of epidemics
• Optimal waveform selection for robust target tracking

This page was built for publication: A game theory approach to constrained minimax state estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4587657)