Minimax estimation for hybrid systems

James W. Melody, M Tamer Basar

Research output: Contribution to journalConference article

Abstract

This paper addresses static minimax estimation for switched-linear hybrid systems by solving a related auxiliary stochastic game where the switching variable is allowed to be random (but with unknown statistics), the disturbance terms are allowed knowledge of the switching variable, but the estimation policy is only allowed knowledge of the measurement. We provide a proof of the existence of a minimax, cost-bounding estimation policy under certain conditions and an algorithm for finding that policy. Two examples are included to illustrate the application of the stochastic game and the proposed algorithm.

Original languageEnglish (US)
Pages (from-to)3620-3625
Number of pages6
JournalProceedings of the IEEE Conference on Decision and Control
Volume4
StatePublished - Dec 1 2002
Event41st IEEE Conference on Decision and Control - Las Vegas, NV, United States
Duration: Dec 10 2002Dec 13 2002

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ASJC Scopus subject areas

  • Control and Systems Engineering
  • Modeling and Simulation
  • Control and Optimization

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