Polynomial Matrix Solution of the H/Infinity/ Filtering Problem and the Relationship to Riccati Equation State-Space Results.
Michael J. GrimblePublished in: IEEE Trans. Signal Process. (1993)
Keyphrases
- state space
- hamilton jacobi
- linear equations
- differential equations
- numerical methods
- matrix inversion
- nonlinear equations
- mathematical model
- dynamical systems
- search algorithm
- heuristic search
- coefficient matrix
- nonlinear complementarity problem
- reinforcement learning
- continuous time markov process
- fuzzy relation equations
- numerical solution
- filtering algorithm
- exact solution
- singular value decomposition
- markov decision processes
- optimal policy
- dynamic programming
- optimal solution