Publication detail
Game Theory Approach to Sliding Window H-infinity Algorithm for Dynamical Modeling Design
DOKOUPIL, J. BURLAK, V.
Original Title
Game Theory Approach to Sliding Window H-infinity Algorithm for Dynamical Modeling Design
Type
conference paper
Language
English
Original Abstract
In this paper, we extend the game theory in order to adaptive process identification through a linear hypermodel. Deterministic cost function has been performed by using game theory approach, which enables us, with dynamic optimization technique, the derivation of recursive H-infinity method (RecH-infinity) and sliding window recursive H-infinity method over finite data horizon (SW-RecH-infinity). Advantages of the proposed approach are illustrated in the simulations example on the mathematical model.
Keywords
Game theory, recursive identification, H-infinity parameter estimation, sliding data window
Authors
DOKOUPIL, J.; BURLAK, V.
RIV year
2011
Released
21. 4. 2011
Publisher
NOVPRESS s.r.o.
Location
nám. Republiky 15 614 00 Brno
ISBN
978-80-214-4273-3
Book
Proceedings of the 17th conference STUDENT EEICT 2011
Edition
3
Edition number
1
Pages from
159
Pages to
163
Pages count
6
BibTex
@inproceedings{BUT36983,
author="Jakub {Dokoupil} and Vladimír {Burlak}",
title="Game Theory Approach to Sliding Window H-infinity Algorithm for Dynamical Modeling Design",
booktitle="Proceedings of the 17th conference STUDENT EEICT 2011",
year="2011",
series="3",
number="1",
pages="159--163",
publisher="NOVPRESS s.r.o.",
address="nám. Republiky 15
614 00 Brno",
isbn="978-80-214-4273-3"
}