The document discusses various topics in constrained optimization and filtering including: 1) an alternate form for the Kalman filter and its limitations, 2) static and dynamic constrained optimization problems with equality and inequality constraints, 3) a game theory approach to H-infinity filtering and comparisons to the Kalman filter, 4) steady-state H-infinity filtering and transfer function bounds, 5) continuous-time H-infinity filtering, and 6) transfer function approaches. Additional links to YouTube videos on related topics are also provided.

1. 김영범

2. 11.1.1 an alternate form for the KF

3. 11.1.2 KF limitations

4. 11.2 Constrained optimization
11.2.1 Static constrained optimization
W : indepedenty,
X : dependent

5. 11.2.2 Inequality constraints

6. 11.2.3 Dynamic constrained optrimization

7. 11.3 A Game theory approach to H-inf filter
(11.36)

8. 11.3.1 Stationarity with respect to x0 and wk

9. 11.3.2 Stationarity with respect to x^ and y

10. 11.3.3 A comparison of the KF and H-inf

11. 11.3.4 Steady – state H-inf filtering

12. 11.3.5 The transfer function bound of the H-inf filter

13. 11.3.5 The transfer function bound of the H-inf filter

14. 11.3.5 The transfer function bound of the H-inf filter

15. 11.4 The Continuous-time H-inf filter

16. 11.4 The Continuous-time H-inf filter

17. 11.5 Transfer function approaches

18. E11.2

19. 11.6 Summary
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application

20. https://www.youtube.com/watch?v=kRt7H0k8A4k&t=49s

21. https://www.youtube.com/watch?v=hVT282JgqvM