Survey of duality between linear quadratic regulation and linear estimation problems for discrete-time systems

被引：6
作者：
Song, Xinmin [1 ]
Yan, Xuehua [2 ]
Li, Xiaodi [3 ]
机构：
[1] Shandong Normal Univ, Sch Informat Sci & Engn, Jinan, Shandong, Peoples R China
[2] Univ Jinan, Sch Elect Engn, Jinan, Shandong, Peoples R China
[3] Shandong Normal Univ, Sch Math & Stat, Jinan, Shandong, Peoples R China
来源：
ADVANCES IN DIFFERENCE EQUATIONS | 2019年 / 2019卷 / 1期
基金：
美国国家科学基金会;
关键词：
Linear estimation; Time-delay; Multiplicative noise; Markov jump; Difference Riccati equation; Linear quadratic regulation; Duality; H-INFINITY CONTROL; DELAY SYSTEMS; NEURAL-NETWORKS; FEEDBACK STABILIZATION; OPTIMIZATION ALGORITHM; CONSTRAINED ESTIMATION; EXPONENTIAL STABILITY; MULTIPLICATIVE NOISE; MULTIAGENT SYSTEMS; STATE ESTIMATION;
D O I：
10.1186/s13662-019-2043-2
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
The linear estimation (or optimal control) problem in the emerging area of time-delay systems, multiplicative noise systems, and Markov jump linear systems has been taken into consideration by the control engineers. The purpose of this survey is to provide a review of duality between linear estimation and optimal control in the above-mentioned area. The mentioned subjects are studied to indicate the essential connection between control and estimation problems and to investigate the major cause that the classical duality still holds (not holds) for the broader systems, such as time-delay systems, multiplicative noise systems, Markov jump linear systems, and the like.
引用
收藏
页数：19
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