an:00703003
Zbl 0826.93024
Bondaros, Yu. G.; Semenov, A. V.
Optimal estimation relative to \(H^ \infty\)-criteria for continuous and discrete system
EN
Phys.-Dokl. 38, No. 5, 175-177 (1993); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 330, No. 2, 167-169 (1993).
00016829
1993
j
93B36 93C73
\(H^ \infty\)-optimal filtration; optimal control; saddle-point
The problem of \(H^\infty\)-optimal filtration is stated as the problem of optimal control for a dynamic system involving a differential or a difference equation for the error estimation. The optimality criterion involves the induced norm of the operator defining the mapping from the external perturbations to the error estimation. Satisfaction of the criterion amounts to find a saddle-point for a square integrable functional or its discrete analog.
P.Loridan (Rantigny)