The Discrete-Time Problem with Imperfect-State Measurements

  • Tamer Başar
  • Pierre Bernhard
Part of the Modern Birkhäuser Classics book series (MBC)


We study in this chapter the discrete-time counterpart of the problem of Chapter 5; said another way, the problem of Chapter 3, but with the measured output affected by disturbance
$$x_{k + 1} = A_k x_k + B_k u_k + D_k w_k ,$$
$$y_k = C_k x_k + E_k w_k$$


Spectral Radius Riccati Equation Auxiliary Problem Optimal Controller Isaacs Equation 
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Copyright information

© Springer Science+Business Media New York 2008

Authors and Affiliations

  • Tamer Başar
    • 1
  • Pierre Bernhard
    • 2
  1. 1.Coordinated Science LaboratoryUniversity of IllinoisUrbanaUSA
  2. 2.Unité de Recherche Sophia-AntipolisINRIAValbonne CedexFrance

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