DocumentCode
2759065
Title
Minimax estimation and control in infinite-dimensional stochastic systems
Author
Borisov, Andrey V. ; Pankov, Alezei R.
Author_Institution
Dept. of Appl. Math., Moscow State Aviation Inst., Russia
Volume
1
fYear
1995
fDate
13-15 Dec 1995
Firstpage
87
Abstract
The minimax estimation problem of H-valued random elements is solved. Based on this result, the conditionally-minimax nonlinear recursive estimators for the discrete-time H-valued processes are presented. The solution of minimax nonGaussian linear quadratic control of the H-valued systems is also given
Keywords
discrete time systems; linear quadratic control; multidimensional systems; nonlinear control systems; recursive estimation; stochastic systems; H-valued random elements; conditionally-minimax nonlinear recursive estimators; discrete-time H-valued processes; infinite-dimensional stochastic systems; minimax estimation; minimax nonGaussian linear quadratic control; Automatic control; Control systems; Extraterrestrial measurements; Hilbert space; Mathematics; Minimax techniques; Recursive estimation; Stochastic resonance; Stochastic systems; Uncertainty;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1995., Proceedings of the 34th IEEE Conference on
Conference_Location
New Orleans, LA
ISSN
0191-2216
Print_ISBN
0-7803-2685-7
Type
conf
DOI
10.1109/CDC.1995.478574
Filename
478574
Link To Document