화학공학소재연구정보센터
International Journal of Control, Vol.70, No.6, 841-857, 1998
Prediction, filtering, smoothing and deconvolution in a discrete H-infinity setting : a game theory approach
The problems of prediction, filtering, smoothing and deconvolution are formulated and solved for a discrete time linear system in an H-infinity setting over a finite interval. The measurement noise and process noise have bounded energies. The case with known initial conditions is considered. The approach uses a basic quadratic game theory in a discrete time-domain H-infinity setting.