Duality of hybrid optimal regulator and hybrid optimal filter

DOI10.1080/00207179508921965zbMath0827.93051OpenAlexW2000536054MaRDI QIDQ4844539

Graham C. Goodwin, Arie Feuer, David Q. Mayne

Publication date: 27 August 1995

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

Full work available at URL: https://doi.org/10.1080/00207179508921965

zbMATH Keywords

optimal controlpiecewise constant controldualityoptimal filteringsampled filtered observations

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Sampled-data control/observation systems (93C57) Linear-quadratic optimal control problems (49N10)

Related Items (1)

Issues in sampling and estimating continuous-time models with stochastic disturbances

Cites Work

• H/sub 2/-optimal sampled-data control

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