A dual pair of optimization-based formulations for estimation and control
Dynamical Systems
2013-07-08 v1
Abstract
A finite-horizon optimal estimation problem for discrete-time linear systems is formulated and solved. The formulation is a natural extension of that which yields a deadbeat observer. The resultant observer is the dual of the controller produced by the finite-horizon minimum energy control problem with terminal equality constraint. Nonlinear extensions of this dual pair are also considered and sufficient conditions are provided for stability and convergence.
Cite
@article{arxiv.1307.1671,
title = {A dual pair of optimization-based formulations for estimation and control},
author = {S. Emre Tuna},
journal= {arXiv preprint arXiv:1307.1671},
year = {2013}
}
Comments
20 pages