Title :
A Hilbert-space approach to minimax state estimation for plants subject to a control energy constraint
Author :
Hexner, G. ; Mintz, M.
Author_Institution :
Harvard University, Cambridge, Massachusetts
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 :
Minimax techniques; State estimation;
Conference_Titel :
Decision and Control including the 13th Symposium on Adaptive Processes, 1974 IEEE Conference on
Conference_Location :
Phoenix, AZ, USA
DOI :
10.1109/CDC.1974.270518
