DocumentCode
424737
Title
On the duality of constrained estimation and control
Author
Goodwim GC ; De Doná, José A. ; Seron, María M. ; Zhuo, Xiang W.
Author_Institution
Sch. of Electr. Eng. & Comput. Sci., Newcastle Univ., Callaghan, NSW, Australia
Volume
3
fYear
2004
fDate
June 30 2004-July 2 2004
Firstpage
2148
Abstract
We establish that the Lagrangian dual of a constrained linear estimation problem is a particular nonlinear optimal control problem. The result has an elegant symmetry, which is revealed when the constrained estimation problem is expressed as an equivalent nonlinear optimisation problem.
Keywords
duality (mathematics); nonlinear control systems; optimal control; optimisation; Lagrangian dual; constrained linear estimation; duality; nonlinear optimal control problem; nonlinear optimisation;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 2004. Proceedings of the 2004
Conference_Location
Boston, MA, USA
ISSN
0743-1619
Print_ISBN
0-7803-8335-4
Type
conf
Filename
1383779
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