A Hilbert-space approach to minimax state estimation for plants subject to a control energy constraint
- 1 November 1974
- conference paper
- Published by Institute of Electrical and Electronics Engineers (IEEE)
Abstract
In this paper, we study a class of continuous-time minimax estimation problems. We derive estimates for the terminal state of a linear plant whose control is unknown and may be any control function whose energy is bounded. We show that there exists a linear minimax estimator and a simple, highly-correlated maximim control policy.Keywords
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