On the Duality between Estimation and Control

DOI10.1137/0304044zbMath0156.39201OpenAlexW2056924961MaRDI QIDQ5538573

J. D. Pearson

Publication date: 1966

Published in: SIAM Journal on Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0304044

zbMATH Keywords

statistics

Related Items (7)

A dual approach to a linear smoothing problem ⋮ The Kalman-Bucy method of optimal filtering and its generalizations ⋮ System concepts in Kron's polyhedron model and the scattering problem ⋮ A theorem on duality between estimation and control for linear stochastic systems with time delay ⋮ Minimum variance constrained estimator ⋮ Complementary variational principle and duality in mathematical programming ⋮ Optimization methods in multilevel systems: A methodological survey

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