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, minimum-variance 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