A dual approach to a linear smoothing problem

DOI10.1016/0016-0032(79)90065-6zbMath0419.93086OpenAlexW2006208330MaRDI QIDQ1132834

P. N. Nikiforuk, Madan M. Gupta, Nariyasu Minamide

Publication date: 1979

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0016-0032(79)90065-6

zbMATH Keywords

stochastic differential equationsdualityoptimal regulatorlinear smoothing problem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Linear systems in control theory (93C05) Data smoothing in stochastic control theory (93E14)

Cites Work

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• Supplement to 'A survey of data smoothing'
• A survey of data smoothing for linear and nonlinear dynamic systems
• A view of three decades of linear filtering theory
• A Survey of Infinite-Dimensional Filtering
• On the Duality between Estimation and Control
• Optimal state estimation in high noise

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