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

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

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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)

Cited In (7)

• Variance-constrained multiobjective control and filtering for nonlinear stochastic systems: a survey
• Discrete-time filtering for nonlinear polynomial systems over linear observations
• Title not available (Why is that?)
• Discrete-time mixed \(\mathbb H_2/\mathbb H_{\infty}\) nonlinear filtering
• A cubatureH_∞filter and its square-root version
• 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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