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
No coin nor oath required. For personal study only.
✦ 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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