arXiv · 1307.1671
A dual pair of optimization-based formulations for estimation and control
Abstract
A finite-horizon optimal estimation problem for discrete-time linear systems is formulated and solved. The formulation is a natural extension of that which yields a deadbeat observer. The resultant observer is the dual of the controller produced by the finite-horizon minimum energy control problem with terminal equality constraint. Nonlinear extensions of this dual pair are also considered and sufficient conditions are provided for stability and convergence.
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S. Emre Tuna. 2013-07-05. A dual pair of optimization-based formulations for estimation and control. https://arxiv.org/abs/1307.1671
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