论文信息 - Duality of hybrid optimal regulator and hybrid optimal filter

Duality of hybrid optimal regulator and hybrid optimal filter

This note shows that the problems of optimal control of linear, continuous-time, deterministic systems with piecewise constant control and optimal filtering of linear, continuous-time stochastic systems using sampled filtered observations are dual to each other.

Graham C. Goodwin | David Q. Mayne | Arie Feuer

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