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conference paper
Recursive linear estimation in Krein spaces. II. Applications
1993
Proceedings of 32nd IEEE Conference on Decision and Control
We show that several applications considered in the context of Hoo filtering and game theory, risk sensitive control and estimation, follow as special cases of the Krein space Kalman filter. We show that these problems can be cast into the problem of calculating the stationary points of certain second order forms: and that by considering appropriate state space models and error Gramians, we can use the Krein space Kalman filter to recursively compute these stationary points and to study their properties.
Type
conference paper
Authors
Publication date
1993
Publisher
Published in
Proceedings of 32nd IEEE Conference on Decision and Control
Volume
4
Start page
3495
End page
3500
Peer reviewed
REVIEWED
EPFL units
Event name | Event place | Event date |
San Antonio, TX, USA | December 15-17, 1993 | |
Available on Infoscience
December 19, 2017
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