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

DOI10.1109/9.402237MaRDI QIDQ4850489zbMATH OpenOpenAlexFDO

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

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)

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Cited in

(3)

• The Kalman filter for linear systems on time scales
• Duality between frequency–shaped LQ regulation and coloured noise estimation
• scientific article; zbMATH DE number 5239526 (Why is no real title available?)

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