Duality of linear fixed-point smoothing and fixed-time control

DOI10.1080/00207727608941971zbMath0336.93040OpenAlexW2028676609MaRDI QIDQ4103424

Rajat K. Saha

Publication date: 1976

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207727608941971

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cites Work

• Unnamed Item
• Reciprocity and duality in control programming problems
• Optimal filtering for correlated noise
• Duality of linear estimation and control
• A theorem on duality between estimation and control for linear stochastic systems with time delay
• Duality of linear estimation and control with constraints
• Optimal filtering for Gauss—Markov noise

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