Optimum performance levels for minimax filters, predictors and smoothers

DOI10.1016/0167-6911(91)90052-GzbMATH Open0729.93077MaRDI QIDQ807569FDOQ807569

Authors: Tamer Başar 

Publication date: 1991

Published in: Systems \& Control Letters (Search for Journal in Brave)

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zbMATH Keywords

continuous-timecontinuous-time linear time-varying systemsminimax filters

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) (H^infty)-control (93B36)

Cites Work

• Title not available (Why is that?)
• Dynamic noncooperative game theory
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (19)

• Nonlinear \(H_\infty\) feedback control with integrator for polynomial discrete-time systems
• Fundamental design tradeoffs in filtering, prediction, and smoothing
• Tuning-free filtering for stochastic systems with unmodeled measurement dynamics
• \(H^\infty\) filtering of nonlinear systems with sampled measurements
• \(H_{\infty}\) filtering for continuous-time systems with pointwise time-varying delay
• RobustH_∞Filtering and Deconvolution for Continuous Time Delay Systems Based on Game-Theoretic Approach
• \(H_ \infty\) filtering for a class of uncertain nonlinear systems
• Minimal realization and dynamic properties of optimal smoothers
• Real-Time Implementation of the Optimal Predictor and Optimal Filter: Accuracy Versus Latency [Lecture Notes]
• New \(\mathcal H_{2}\) filter for uncertain singular systems using strict LMIs
• Nonlinear \({\mathcal H}_\infty\) filtering of sampled-data systems
• Title not available (Why is that?)
• Robust nonlinear \(\mathcal H_ \infty\) filtering
• Stability and implementable \(\mathbb H_{\infty }\) filters for singular systems with nonlinear perturbations
• Optimal estimator design for LTI systems with bounded noises, disturbances, and nonlinearities
• Game theory approach to state and input simultaneous estimation for discrete-time LTV systems
• Optimal design of robust predictors for linear discrete-time systems
• On optimal \(\ell^ \infty\) to \(\ell^ \infty\) filtering
• Min-max optimal control of linear systems with uncertainty and terminal state constraints

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