Survey of duality between linear quadratic regulation and linear estimation problems for discrete-time systems
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Publication:1733582
DOI10.1186/s13662-019-2043-2zbMath1458.93161OpenAlexW2933555017WikidataQ128287203 ScholiaQ128287203MaRDI QIDQ1733582
Xiaodi Li, Xuehua Yan, Xinmin Song
Publication date: 21 March 2019
Published in: Advances in Difference Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13662-019-2043-2
linear estimationdualitytime-delaydifference Riccati equationmultiplicative noiselinear quadratic regulationMarkov jump
Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)
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