Document Type

Article

Publication Date

2-1-2006

Publication Title

IEEE Transactions on Signal Processing

Abstract

This paper presents a game theory approach to the constrained state estimation of linear discrete time dynamic systems. In the application of state estimators, there is often known model or signal information that is either ignored or dealt with heuristically. For example, constraints on the state values (which may be based on physical considerations) are often neglected because they do not easily fit into the structure of the state estimator. This paper develops a method for incorporating state equality constraints into a minimax state estimator. The algorithm is demonstrated on a simple vehicle tracking simulation.

Original Citation

Simon, D. (2006). A game theory approach to constrained minimax state estimation. Ieee Transactions on Signal Processing, 54, 2, 405-412.

DOI

10.1109/TSP.2005.861732

Version

Postprint

Volume

54

Issue

2