Finite-dimensional nonlinear output feedback dynamic games and bounds for sector nonlinearities

Author

Charalambous, Charalambos D. ; Elliott, Robert J.

Author_Institution

Dept. of Electr. Eng., McGill Univ., Montreal, Que., Canada

Volume

44

Issue

9

fYear

1999

fDate

9/1/1999 12:00:00 AM

Firstpage

1753

Lastpage

1759

Abstract

In general, nonlinear output feedback dynamic games are infinite dimensional. The paper treats a class of minimax games when the nonlinearities enter the dynamics of the unobservable states. An information state approach is introduced to recast these games as one of full information in infinite dimensions. Explicit solutions of the first-order partial differential information state equation are derived in terms of a finite-number of sufficient statistics. When the nonlinearities are sector bounded, suboptimal finite-dimensional strategies are derived

Keywords

feedback; filtering theory; game theory; multidimensional systems; partial differential equations; suboptimal control; finite-dimensional nonlinear output feedback dynamic games; information state approach; minimax games; sector nonlinearities; suboptimal finite-dimensional strategies; sufficient statistics; unobservable states; Adaptive control; Automatic control; Control nonlinearities; Control systems; Eigenvalues and eigenfunctions; Output feedback; Programmable control; Signal processing algorithms; Stability; State estimation;

fLanguage

English

Journal_Title

Automatic Control, IEEE Transactions on

Publisher

ieee

ISSN

0018-9286

Type

jour

DOI

10.1109/9.788547

Filename

788547