Lagrangian duality between constrained estimation and control

DOI10.1016/j.automatica.2004.12.014zbMath1141.93410MaRDI QIDQ813995

Graham C. Goodwin, José A. De Doná, Xiang W. Zhuo, Maria Marta Seron

Publication date: 2 February 2006

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1959.13/25077

zbMATH Keywords

Lagrangian duality; constrained optimal control; constrained optimal estimation

Mathematics Subject Classification ID

93E10: Estimation and detection in stochastic control theory

49N10: Linear-quadratic optimal control problems

49K45: Optimality conditions for problems involving randomness