A dual pair of optimization-based formulations for estimation and control. (January 2015)

• Record Type: Journal Article
• Authors: Tuna, S. Emre
• Is Part Of: Automatica. Volume 51(2015)
• Page Start: 18
• Page End: 26
• Publication Date: 2015-01
• Subjects: Duality -- Deadbeat control -- Deadbeat observer -- Moving horizon estimation -- Receding horizon control; Automatic control -- Periodicals; Automation -- Periodicals; 629.805
• DOI: 10.1016/j.automatica.2014.10.110
• Languages: English
• ISSNs: 0005-1098

Abstract

Abstract: A finite-horizon optimal estimation problem for discrete-time linear systems is formulated and solved. The formulation is a natural extension of that which yields a deadbeat observer. The resultant observer is the dual of the controller produced by the finite-horizon minimum energy control problem with terminal equality constraint. Nonlinear extensions of this dual pair are also considered and sufficient conditions are provided for stability and convergence.