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Volumn , Issue , 2008, Pages 4286-4292

General duality between optimal control and estimation

Author keywords

[No Author keywords available]

Indexed keywords

DYNAMIC PROGRAMMING; KALMAN FILTERS; STOCHASTIC SYSTEMS;

EID: 62949148891     PISSN: 07431546     EISSN: 25762370     Source Type: Conference Proceeding    
DOI: 10.1109/CDC.2008.4739438     Document Type: Conference Paper
Times cited : (286)

References (15)
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    • Optimal control and nonlinear filtering for nondegenerate diffusion processes
    • W. Fleming and S. Mitter. Optimal control and nonlinear filtering for nondegenerate diffusion processes. Stochastics, 8:226-261, 1982.
    • (1982) Stochastics , vol.8 , pp. 226-261
    • Fleming, W.1    Mitter, S.2
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    • A new energy characterization of the smallest eigenvalue of the schrödinger equation
    • C. Holland. A new energy characterization of the smallest eigenvalue of the schrödinger equation. Comm Pure Appl Math, 30:755-765, 1977.
    • (1977) Comm Pure Appl Math , vol.30 , pp. 755-765
    • Holland, C.1
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    • A new approach to linear filtering and prediction problems
    • R. Kalman. A new approach to linear filtering and prediction problems. ASME Transactions journal of basic engineering, 82(1):35-45, 1960.
    • (1960) ASME Transactions journal of basic engineering , vol.82 , Issue.1 , pp. 35-45
    • Kalman, R.1
  • 7
    • 28844435646 scopus 로고    scopus 로고
    • Linear theory for control of nonlinear stochastic systems
    • H. Kappen. Linear theory for control of nonlinear stochastic systems. Physical Review Letters, 95, 2005.
    • (2005) Physical Review Letters , vol.95
    • Kappen, H.1
  • 8
    • 0019214633 scopus 로고
    • On a stochastic representation for the principal eigenvalue of a second-order differential equation
    • I. Karatzas. On a stochastic representation for the principal eigenvalue of a second-order differential equation. Stochastics, 3:305-321, 1980.
    • (1980) Stochastics , vol.3 , pp. 305-321
    • Karatzas, I.1
  • 9
    • 0036858297 scopus 로고    scopus 로고
    • Robust continuous-time smoothers without two-sided stochastic integrals
    • V. Krishnamurthy and R. Elliott. Robust continuous-time smoothers without two-sided stochastic integrals. IEEE Transactions on Automatic Control, 47:1824-1841, 2002.
    • (2002) IEEE Transactions on Automatic Control , vol.47 , pp. 1824-1841
    • Krishnamurthy, V.1    Elliott, R.2
  • 10
    • 4944223903 scopus 로고    scopus 로고
    • A variational approach to nonlinear estimation
    • S. Mitter and N. Newton. A variational approach to nonlinear estimation. SIAM J Control Opt, 42:1813-1833, 2003.
    • (2003) SIAM J Control Opt , vol.42 , pp. 1813-1833
    • Mitter, S.1    Newton, N.2
  • 11
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    • Maximum-likelihood recursive nonlinear filtering
    • R. Mortensen. Maximum-likelihood recursive nonlinear filtering. J Optimization Theory and Applications, 2:386-394, 1968.
    • (1968) J Optimization Theory and Applications , vol.2 , pp. 386-394
    • Mortensen, R.1
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    • Probabilistic inference for solving discrete and continuous state markov decision processes
    • M. Toussaint and A. Storkey. Probabilistic inference for solving discrete and continuous state markov decision processes. International Conference on Machine Learning, 23, 2006.
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    • Linear quadratic regulation for linear time-varying systems with multiple input delays
    • H. Zhang, G. Duan, and L. Xie. Linear quadratic regulation for linear time-varying systems with multiple input delays. Automatica, 42:1465-1476, 2006.
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    • Zhang, H.1    Duan, G.2    Xie, L.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.