• DocumentCode
    945708
  • Title

    Duality of the discrete-time optimal filter and regulator problems

  • Author

    Johnson, A.

  • Author_Institution
    Delft University of Technology, Department of Applied Physics, Delft, Netherlands
  • Volume
    130
  • Issue
    4
  • fYear
    1983
  • fDate
    7/1/1983 12:00:00 AM
  • Firstpage
    173
  • Lastpage
    174
  • Abstract
    The duality exhibited between the discrete-time Kalman-Bucy filter with correlated process and measurement noise and the discrete-time optimal regulator is investigated.
  • Keywords
    Kalman filters; filtering and prediction theory; discrete time optimal regulator; discrete-time Kalman-Bucy filter; duality; filtering; filters; regulators;
  • fLanguage
    English
  • Journal_Title
    Control Theory and Applications, IEE Proceedings D
  • Publisher
    iet
  • ISSN
    0143-7054
  • Type

    jour

  • DOI
    10.1049/ip-d.1983.0030
  • Filename
    4648152
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=945708