Game theory approach to state and input simultaneous estimation for discrete-time LTV systems

DOI10.1080/00207721.2010.536397MaRDI QIDQ5497375zbMATH OpenOpenAlexFDO

Authors Fuqiang You, Fuli Wang, Shouping Guan

Publication date 4 February 2015

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207721.2010.536397

zbMATH Keywords

game theoryinput estimationRiccati recursiondiscrete-time LTV systems

Mathematics Subject Classification ID

Observability (93B07) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

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Cites work

• An observer-based approach for chaotic synchronization with applications to secure communications
• Explicit formulas for LMI-based \(H_2\) filtering and deconvolution
• Generalized state-space observers for chaotic synchronization and secure communication
• Optimum performance levels for minimax filters, predictors and smoothers
• Reduced orderH∞ filter design for discrete time-variant systems
• State and input simultaneous estimation for a class of nonlinear systems
• State and unknown input estimation for linear discrete-time systems
• Unbiased minimum-variance input and state estimation for linear discrete-time systems
• Unknown disturbance inputs estimation based on a state functional observer design.

Cited in

(5)

• Discrete H_ estimator design of unknown input: game-theoretic approach
• RobustH_∞Filtering and Deconvolution for Continuous Time Delay Systems Based on Game-Theoretic Approach
• A game theory approach to constrained minimax state estimation
• Oil supply between OPEC and non-OPEC based on game theory
• Hybrid Estimation of State and Input for Linear Discrete Time-varying Systems: A Game Theory Approach

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