A dynamic game approach to mixedH∞/H2 estimation

DOI10.1002/(SICI)1099-1239(199605)6:4%3C331::AID-RNC236%3E3.0.CO;2-9zbMATH Open0849.93062OpenAlexW1993728587MaRDI QIDQ4884701FDOQ4884701

Authors Yahali Theodor, U. Shaked 

Publication date 29 October 1996

Full work available at URL https://doi.org/10.1002/(sici)1099-1239(199605)6:4%3C331::aid-rnc236%3E3.0.co;2-9

zbMATH Keywords

filteringdynamic gamemixed \(H_ \infty/H_ 2\) estimation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) (H^infty)-control (93B36) Probabilistic games; gambling (91A60)

• scientific article; zbMATH DE number 475385
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(8)

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• Title not available (Why is no real title available?)
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• A cubatureH_∞filter and its square-root version
• Hybrid Estimation of State and Input for Linear Discrete Time-varying Systems: A Game Theory Approach
• Mixed ℋ︁₂/ℋ︁_∞nonlinear filtering
• A game theory approach to mixed control for a class of stochastic time-varying systems with randomly occurring nonlinearities

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