Optimal discretization of continuous-time linear filter and linear regulator, and duality properties

DOI10.1080/00207178408933191zbMath0541.93066OpenAlexW2025104083WikidataQ126244472 ScholiaQ126244472MaRDI QIDQ3329337

Elias Andreadakis

Publication date: 1984

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178408933191

zbMATH Keywords

algorithmdiscretized quadratic-cost optimal controllinear discretized filtering

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Signal detection and filtering (aspects of stochastic processes) (60G35) Optimal stochastic control (93E20) Model systems in control theory (93C99)

Related Items (2)

H∞ filtering of multivariable systems ⋮ Use of approximate discrete-time models in filtering and regulation of continuous-time processes

Cites Work

• Stochastic processes and filtering theory
• On the behaviour of optimal linear sampled-data regulators†

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