标题：Game-Theoretic Estimation for Continuous-Time Systems with Single Time-Delay in the Observations
作者：Zhao Hongguo; Wang Wei; Cui Peng
作者机构：[Zhao Hongguo] Taishan Univ, Sch Informat Sci & Technol, Tai An 271021, Shandong, Peoples R China.; [Wang Wei; Cui Peng] Shandong Univ, Sch Control 更多
会议名称：32nd Chinese Control Conference (CCC)
会议日期：JUL 26-28, 2013
来源：2013 32ND CHINESE CONTROL CONFERENCE (CCC)
关键词：Calculus of Variations; Time-Delay; Game-Theoretic Estimation; Riccati; Differential Equation
摘要：In this paper, we will propose a novel approach to study the game-theoretic estimation problems for linear continuous-time systems with single output delays, in which the non-casual game-theoretic estimators satisfy the saddle-point conditions of a two-player zero-sum differential game. First, we will construct new delay-free measurements which are close relationships with original measurements. Then, based on the new measurements, the non-casual game-theoretic estimators satisfying the saddle point inequality can be designed by applying the two-stage calculus of variations and completion of squares techniques.