Duality between state estimation and linear quadratic tracking for time-delay systems

MaRDI QIDQ4919027zbMATH OpenFDO

Authors Xinmin Song, Xuehua Yan

Publication date 8 May 2013

Full work available at URL http://www.m-hikari.com/ams/ams-2012/ams-85-88-2012/index.html

zbMATH Keywords

dualitydynamic programminginnovation analysislinear estimationlinear quadratic trackingmean square error estimatorspartial difference Riccati equationtime-delaytracking control problems

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Linear-quadratic optimal control problems (49N10) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

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Cited in

(1)

• Survey of duality between linear quadratic regulation and linear estimation problems for discrete-time systems

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