Lagrangian duality between constrained estimation and control

DOI10.1016/J.AUTOMATICA.2004.12.014zbMath1141.93410OpenAlexW1983102410MaRDI QIDQ813995

Xiang W. Zhuo, José A. De Doná, Maria Marta Seron, Graham C. Goodwin

Publication date: 2 February 2006

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1959.13/25077

zbMATH Keywords

Lagrangian dualityconstrained optimal controlconstrained optimal estimation

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Linear-quadratic optimal control problems (49N10) Optimality conditions for problems involving randomness (49K45)

Related Items (8)

Duality and symmetry in constrained estimation and control problems ⋮ Suboptimal receding horizon estimation via noise blocking ⋮ Survey of duality between linear quadratic regulation and linear estimation problems for discrete-time systems ⋮ Moving-horizon state estimation for nonlinear discrete-time systems: new stability results and approximation schemes ⋮ Kalman filter constraint switching for turbofan engine health estimation ⋮ Symmetry between constrained reference tracking and constrained state estimation ⋮ A gain modification form for Kalman filtering under state inequality constraints ⋮ Constrained Kalman filtering via density function truncation for turbofan engine health estimation

Cites Work

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• On the use of constraints in least squares estimation and control
• Constrained state estimation for nonlinear discrete-time systems: stability and moving horizon approximations
• Constrained linear state estimation -- a moving horizon approach

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