The H2/H∞ filtering problem for discrete-time systems is formulated using a Nash game approach and solved by using duality with the H2/H∞ control problem.
A Dual Nash Game Approach to Discrete-Time H2/H∞ Filtering
MURADORE, Riccardo;
2004
Abstract
The H2/H∞ filtering problem for discrete-time systems is formulated using a Nash game approach and solved by using duality with the H2/H∞ control problem.
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