Survey of duality between linear quadratic regulation and linear estimation problems for discrete-time systems (Q1733582)

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Survey of duality between linear quadratic regulation and linear estimation problems for discrete-time systems
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    Survey of duality between linear quadratic regulation and linear estimation problems for discrete-time systems (English)
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    21 March 2019
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    linear estimation
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    time-delay
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    multiplicative noise
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    Markov jump
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    difference Riccati equation
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    linear quadratic regulation
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    duality
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