Optimal discretization of continuous-time linear filter and linear regulator, and duality properties

DOI10.1080/00207178408933191MaRDI QIDQ3329337zbMATHOpenAlexWikidataFDO

Authors Elias Andreadakis

Publication date 1984

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207178408933191

zbMATH Keywords

algorithmdiscretized quadratic-cost optimal controllinear discretized filtering

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Linear systems in control theory (93C05) Model systems in control theory (93C99) Optimal stochastic control (93E20)

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Cites work

• On the behaviour of optimal linear sampled-data regulators†
• Stochastic processes and filtering theory

Cited in

(6)

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• H∞ filtering of multivariable systems
• Use of approximate discrete-time models in filtering and regulation of continuous-time processes
• Duality of hybrid optimal regulator and hybrid optimal filter
• Limiting performance of optimal linear discrete filters
• scientific article; zbMATH DE number 5919869 (Why is no real title available?)

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