By Topic

Action functional stochastic H estimation for nonlinear discrete time systems

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$33 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

3 Author(s)
C. D. Charalambous ; Sch. of Inf. Technol. & Eng., Ottawa Univ., Ont., Canada ; A. Farhadi ; S. M. Djouadi

This paper presents an action functional, sample path optimization technique, for formulating and solving nonlinear discrete-time stochastic H estimation problems. These H problems are formulated as minimax dynamic games in which the maximizing players are stochastic square summable disturbances, while the minimizing players are the state estimates. Certain action functionals are defined which play the role of information state and its adjoint in converting the minimax game into a fully observable game. Subsequently, a verification theorem is derived.

Published in:

Decision and Control, 2002, Proceedings of the 41st IEEE Conference on  (Volume:1 )

Date of Conference:

10-13 Dec. 2002