Title :
Estimability and regulability of linear systems
Author :
Baram, Yoram ; Kailath, Thomas
Author_Institution :
NASA Ames Res. Center, Moffett Field, CA, USA
Abstract :
A linear state-space system is said to be estimable if in estimating its state from its output the posterior error covariance matrix is strictly smaller than the prior covariance matrix. It is said to be regulatable if the quadratic cost of the state feedback control is strictly smaller than the cost when no feedback is used. Estimability and regulability are shown to be dual properties, equivalent to the nonreducibility of the Kalman filter and of the optimal linear quadratic regulator, respectively.<>
Keywords :
State estimation; feedback; linear systems; optimal control; state estimation; state-space methods; Kalman filter; estimability; linear state-space system; optimal linear quadratic regulator; posterior error covariance matrix; prior covariance matrix; quadratic cost; regulability; state feedback control; Aircraft navigation; Control systems; Cost function; Covariance matrix; Linear systems; Observability; Optimal control; Regulators; State estimation; State feedback;
Journal_Title :
Automatic Control, IEEE Transactions on
