Duality between frequency–shaped LQ regulation and coloured noise estimation

DOI10.1080/00207729008910451MaRDI QIDQ3202912zbMATH OpenOpenAlexFDO

Authors M.Tibaldi, G. Capitani

Publication date 1990

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207729008910451

zbMATH Keywords

controllabilityobservabilitycontroller design techniqueextended optimum estimator problemextended optimum regulator problemoptimum estimator problemoptimum regulator problem

Mathematics Subject Classification ID

Synthesis problems (93B50) Estimation and detection in stochastic control theory (93E10)

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• Survey of duality between linear quadratic regulation and linear estimation problems for discrete-time systems
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Cites work

• scientific article; zbMATH DE number 3435336 (Why is no real title available?)
• The LQG/LTR procedure for multivariable feedback control design

Cited in

(3)

• Feedforward control is dual to deconvolution
• Survey of duality between linear quadratic regulation and linear estimation problems for discrete-time systems
• A generalised optimal linear quadratic tracker with universal applications – part 1: continuous-time systems

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