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
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;
Conference_Titel :
Decision and Control, 1995., Proceedings of the 34th IEEE Conference on
Conference_Location :
New Orleans, LA
Print_ISBN :
0-7803-2685-7
DOI :
10.1109/CDC.1995.478574
