A theorem on duality between estimation and control for linear stochastic systems with time delay

DOI10.1016/0022-247X(72)90293-4zbMath0208.17603OpenAlexW2028391018MaRDI QIDQ2543629

Anders Lindquist

Publication date: 1972

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-247x(72)90293-4

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

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Cites Work

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• Differential equations: Stability, oscillations, time lags
• Introduction to the mathematical theory of control processes. Vol I: Linear equations and quadratic criteria
• Representations for solutions of linear functional differential equations
• Duality of linear estimation and control
• The synthesis of optimal controls for linear, time-optimal problems with retarded controls
• On the Duality between Estimation and Control
• On the Control of a Linear Functional-Differential Equation with Quadratic Cost
• An unsymmetric Fubini theorem
• What is the Laplace Transform?

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