On a dual analogue of one linear problem of optimal observation (Q1386928)

The authors formulate two problems of linear optimal control for linear time invariant systems as the dual analogue of the problem of optimal observation as considered and solved by \textit{N. N. Krasovskii} [Theory of motion control. Linear systems (Russian). Moscow: Nauka (1968; Zbl 0172.12702)]. The problems treated are those of (finite time) damping and (infinite time horizon) stabilization, both using linear time dependent state feedback control. Considering measurement errors in the state of the system both problems lead to the minimization of the effect of this error on the desired finite state or on the norm of the resulting trajectory, respectively. An example shows the solvability of the finite horizon problem via this duality result.