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The Discrete-Time Problem with Imperfect-State Measurements

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

Abstract

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
$$x_{k + 1} = A_k x_k + B_k u_k + D_k w_k ,$$
(6.1)
$$y_k = C_k x_k + E_k w_k$$
(6.2)
.

Keywords

Spectral Radius Riccati Equation Auxiliary Problem Optimal Controller Isaacs Equation 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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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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