Duality of linear estimation and control with constraints
โ Scribed by V. Sankaran; M. D. Srinath
- Book ID
- 105010843
- Publisher
- Springer
- Year
- 1972
- Tongue
- English
- Weight
- 398 KB
- Volume
- 10
- Category
- Article
- ISSN
- 0022-3239
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
We consider the simultaneous linear minimax estimation problem in linear models with ellipsoidal constraints imposed on an unknown parameter. Using convex analysis, we derive necessary and sufficient optimality conditions for a matrix to define the linear minimax estimator. For certain regions of th
The tracking control problem for a class of non-linear systems with control and state constraints is considered. A predictive control approach is used to derive the constrained optimal control law. The unique structure of the controller allows a parameter to be continuously tuned on-line via the sol