Lagrangian duality between constrained estimation and control

DOI10.1016/J.AUTOMATICA.2004.12.014MaRDI QIDQ813995zbMATH OpenOpenAlexFDO

Authors José A. De Doná, Xiang W. Zhuo, Graham C. Goodwin, María M. Seron

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

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

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Cites work

• scientific article; zbMATH DE number 417962 (Why is no real title available?)
• scientific article; zbMATH DE number 3136275 (Why is no real title available?)
• Constrained linear state estimation -- a moving horizon approach
• Constrained state estimation for nonlinear discrete-time systems: stability and moving horizon approximations
• On the use of constraints in least squares estimation and control

Cited in

(12)

• On the generalized duality principle for state-constrained control and state estimation under impulsive inputs
• 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
• Duality and symmetry in constrained estimation and control problems
• Symmetry between constrained reference tracking and constrained state estimation
• Constrained Kalman filtering via density function truncation for turbofan engine health estimation
• A dual pair of optimization-based formulations for estimation and control
• Duality between frequency–shaped LQ regulation and coloured noise estimation
• Kalman filter constraint switching for turbofan engine health estimation
• On the Lagrange duality of stochastic and deterministic minimax control and filtering problems
• A gain modification form for Kalman filtering under state inequality constraints
• Suboptimal receding horizon estimation via noise blocking

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