Title :
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
fDate :
9/1/1999 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
