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A dynamic game approach to mixed H∞/H2 estimation

✍ Scribed by Y. Theodor; U. Shaked


Publisher
John Wiley and Sons
Year
1996
Tongue
English
Weight
738 KB
Volume
6
Category
Article
ISSN
1049-8923

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✦ Synopsis


A deterministic, two-person, zero-sum, linear quadratic estimation game, which is closely related to the mixed H,/H, estimation problem, is introduced. The strategy of the estimator in this game must guarantee a prescribed H,-performance level y.

If the desired H,-performance level is not achieved by an H,-optimal estimator, the H,-performance of the estimator must be degraded. An optimal estimator, in the sense of this game, minimizes the ratio between the resulting H,-performance degradation, and the performance degradation that would have been obtained if one had used the standard H,-central filter.

Both the continuous and the discrete-time cases are treated.


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