Lagrangian duality between constrained estimation and control

Automatica

Volumn 41, Issue 6, 2005, Pages 935-944

  Goodwin, Graham C ^a   De Doná, José A ^a   Seron, María M ^a   Zhuo, Xiang W ^a  

^a UNIVERSITY OF NEWCASTLE   (Australia)

Author keywords

Constrained optimal control; Constrained optimal estimation; Lagrangian duality

Indexed keywords

CONSTRAINT THEORY; LINEAR SYSTEMS; LINEARIZATION; MARKOV PROCESSES; MATRIX ALGEBRA; OPTIMIZATION; QUADRATIC PROGRAMMING; SIGNAL PROCESSING; SPURIOUS SIGNAL NOISE; STOCHASTIC CONTROL SYSTEMS;

CONSTRAINED OPTIMAL CONTROL; CONSTRAINED OPTIMAL ESTIMATION; JOINT DENSITY FUNCTIONS; LAGRANGIAN DUALITY;

LAGRANGE MULTIPLIERS;

EID: 17644388779     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.automatica.2004.12.014     Document Type: Article

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