ESTIMATION IN THE MINIMUM Hm-NORM SENSE (original) (raw)

1989

Abstract

A game theory approach is presented to optimal state estimation. It is found that under certain conditions a min-max estimation is identical to the optimal estimation in the minimum H, -norm sense. These conditions are similar to those obtained in [13], where the relation between Kalman filtering and the min-max terminal state estimation has been explored. This new interpretation of the H,-optimal state estimation provides a better insight into the mechanism of the

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