
Accession Number : AD0717175
Title : Duality of Linear Estimation and Control,
Corporate Author : CALIFORNIA UNIV LOS ANGELES SCHOOL OF ENGINEERING AND APPLIED SCIENCE
Personal Author(s) : Simon,Kurt W. ; Stubberud,Allen R.
Report Date : DEC 1970
Pagination or Media Count : 22
Abstract : The concept of duality in mathematical programming is utilized to define a generalized duality principle between linear, minimumvariance estimation and fixed time linear quadratic regulator problems which provides a mathematical basis for the duality noted by Kalman as a special case. This generalized duality is then used with results in colored noise filtering to specify the solution to a class of singular regulator problems. (Author)
Descriptors : (*CONTROL SYSTEMS, MATHEMATICAL MODELS), (*MATHEMATICAL PROGRAMMING, OPTIMIZATION), DIFFERENTIAL EQUATIONS, MATRICES(MATHEMATICS), INEQUALITIES, INTEGRALS
Subject Categories : Theoretical Mathematics
Operations Research
Distribution Statement : APPROVED FOR PUBLIC RELEASE