Publication result 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

English Title

Game Theory Approach to Sliding Window H-infinity Algorithm for Dynamical Modeling Design

Type

Paper in proceedings (conference paper)

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.

English 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

Key words in English

Game theory, recursive identification, H-infinity parameter estimation, sliding data window

Authors

DOKOUPIL, J.; BURLAK, V.

RIV year

2011

Released

21.04.2011

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

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"
}