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
A unified approach to dynamic estimation
β Scribed by Robert Kalaba; Leigh Tesfatsion
- Publisher
- Elsevier Science
- Year
- 1991
- Tongue
- English
- Weight
- 710 KB
- Volume
- 57-58
- Category
- Article
- ISSN
- 0020-0255
No coin nor oath required. For personal study only.
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