dc.contributor.author | Charalambous, Charalambos D. | en |
dc.contributor.author | Djouadi, S. M. | en |
dc.creator | Charalambous, Charalambos D. | en |
dc.creator | Djouadi, S. M. | en |
dc.date.accessioned | 2019-04-08T07:45:11Z | |
dc.date.available | 2019-04-08T07:45:11Z | |
dc.date.issued | 2001 | |
dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/43051 | |
dc.description.abstract | This paper discusses nonlinear stochastic minimax games in which the minimizing player is the state estimate while the maximizing players are square-integrable stochastic disturbances. A pathwise optimization method is considered, and an information state is introduced as in [1], which is governed by a second-order Hamilton-Jacobi-Bellman (HJB) equation. The HJB equation is subsequently employed to characterize the dissipation properties of the estimator error with respect to the stochastic disturbances, and to introduce a certainty equivalence estimator. | en |
dc.source | Proceedings of the IEEE Conference on Decision and Control | en |
dc.source.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-0035710830&doi=10.1109%2fCDC.2001.980642&partnerID=40&md5=f2b7266aabe8d0eb43c5b2f1aa26b36b | |
dc.subject | Optimization | en |
dc.subject | Game theory | en |
dc.subject | Random processes | en |
dc.subject | Nonlinear filtering | en |
dc.subject | Error analysis | en |
dc.subject | State estimation | en |
dc.subject | Nonlinear minimax filtering | en |
dc.title | Stochastic nonlinear minimax filtering in continuous-time | en |
dc.type | info:eu-repo/semantics/article | |
dc.identifier.doi | 10.1109/CDC.2001.980642 | |
dc.description.volume | 3 | |
dc.description.issue | Journal Article | en |
dc.description.startingpage | 2520 | |
dc.description.endingpage | 2525 | |
dc.author.faculty | Πολυτεχνική Σχολή / Faculty of Engineering | |
dc.author.department | Τμήμα Ηλεκτρολόγων Μηχανικών και Μηχανικών Υπολογιστών / Department of Electrical and Computer Engineering | |
dc.type.uhtype | Article | en |
dc.source.abbreviation | Proc IEEE Conf Decis Control | en |
dc.contributor.orcid | Charalambous, Charalambos D. [0000-0002-2168-0231] | |
dc.gnosis.orcid | 0000-0002-2168-0231 | |