• DocumentCode
    1123942
  • Title

    Duality of Linear Discrete Time Systems with Constraints

  • Author

    Sankaran, V.

  • Author_Institution
    Otis Engineering Center Mahwah, N.J. 07430
  • Issue
    4
  • fYear
    1975
  • fDate
    7/1/1975 12:00:00 AM
  • Firstpage
    654
  • Lastpage
    659
  • Abstract
    This correspondence considers the duality of linear estimation and control with constraints for discrete time systems. By using Bellman´s principle of optimality, two important problems in estimation-namely, constrained energy and multiplicative noise¿are shown to be duals of linear regulator problems with constraints on the control and states, respectively, with boundary conditions specified at opposite ends of the extremals in time. Algorithms are presented to establish the duality concept.
  • Keywords
    Boundary conditions; Control systems; Covariance matrix; Discrete time systems; Nonlinear filters; Optimal control; Recursive estimation; Regulators; State estimation; Stochastic resonance;
  • fLanguage
    English
  • Journal_Title
    Aerospace and Electronic Systems, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9251
  • Type

    jour

  • DOI
    10.1109/TAES.1975.308134
  • Filename
    4101465
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1123942