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"
}