Journal of Optimization Theory and Applications

, Volume 8, Issue 3, pp 185–203 | Cite as

Suboptimal security solution of a linear-quadratic pursuit-evasion game with mixed noises

  • J. Y. S. Luh
  • M. Maguiraga
Contributed Papers

Abstract

The discrete-time, linear-quadratic pursuit-evasion game is considered in this paper. The difference system contains the state-dependent, control-dependent, and additive noises. In addition, each player has additive noises in his own measurement vector, and he is restricted to implement a linear estimator based on his measurements. Each player's philosophy is not to run a risk but to adopt a security control policy. Because of the linear estimation restriction, the security solution is suboptimal, which is found to be the closed-loop controls which are linear in the best estimate of the state. Equations for calculating the state estimation are derived. An algorithm for off-line computing the filter gain is also given.

Keywords

Linear Estimation State Estimation Difference System Control Policy Additive Noise 

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Copyright information

© Plenum Publishing Corporation 1971

Authors and Affiliations

  • J. Y. S. Luh
    • 1
  • M. Maguiraga
    • 2
  1. 1.School of Electrical EngineeringPurdue UniversityLafayette
  2. 2.Department of Electrical EngineeringTuskegee Institute

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