Detail publikačního výsledku

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

DOKOUPIL, J.; BURLAK, V.

Originální název

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

Anglický název

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

Druh

Stať ve sborníku v databázi WoS či Scopus

Originální abstrakt

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.

Anglický abstrakt

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.

Klíčová slova

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

Klíčová slova v angličtině

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

Autoři

DOKOUPIL, J.; BURLAK, V.

Rok RIV

2011

Vydáno

21.04.2011

Nakladatel

NOVPRESS s.r.o.

Místo

nám. Republiky 15 614 00 Brno

ISBN

978-80-214-4273-3

Kniha

Proceedings of the 17th conference STUDENT EEICT 2011

Edice

3

Strany od

159

Strany do

163

Strany počet

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"
}