On the Duality between Estimation and Control

DOI10.1137/0304044MaRDI QIDQ5538573zbMATH OpenOpenAlexFDO

Authors 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

Cited in

(7)

• Complementary variational principle and duality in mathematical programming
• 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
• Minimum variance constrained estimator
• Optimization methods in multilevel systems: A methodological survey
• A theorem on duality between estimation and control for linear stochastic systems with time delay

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