Title :
On the duality of constrained estimation and control
Author :
Goodwim GC ; De Doná, José A. ; Seron, María M. ; Zhuo, Xiang W.
Author_Institution :
Sch. of Electr. Eng. & Comput. Sci., Newcastle Univ., Callaghan, NSW, Australia
fDate :
June 30 2004-July 2 2004
Abstract :
We establish that the Lagrangian dual of a constrained linear estimation problem is a particular nonlinear optimal control problem. The result has an elegant symmetry, which is revealed when the constrained estimation problem is expressed as an equivalent nonlinear optimisation problem.
Keywords :
duality (mathematics); nonlinear control systems; optimal control; optimisation; Lagrangian dual; constrained linear estimation; duality; nonlinear optimal control problem; nonlinear optimisation;
Conference_Titel :
American Control Conference, 2004. Proceedings of the 2004
Conference_Location :
Boston, MA, USA
Print_ISBN :
0-7803-8335-4
