Duality between the discrete-time Kalman filter and LQ control law

DOI10.1109/9.402237zbMATH Open0836.93032OpenAlexW2052677419MaRDI QIDQ4850489FDOQ4850489

Authors: Perry A. Blackmore, Robert R. Bitmead 

Publication date: 21 November 1995

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.402237

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zbMATH Keywords

dualitydiscrete timeKalman filter designLQ design

Mathematics Subject Classification ID

Design techniques (robust design, computer-aided design, etc.) (93B51) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Duality theory (optimization) (49N15)

Cited In (3)

• The Kalman filter for linear systems on time scales
• Title not available (Why is that?)
• Duality between frequency–shaped LQ regulation and coloured noise estimation

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