A dual pair of optimization-based formulations for estimation and control

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Tuna S. E.

AUTOMATICA, vol.51, pp.18-26, 2015 (Peer-Reviewed Journal) identifier identifier

  • Publication Type: Article / Article
  • Volume: 51
  • Publication Date: 2015
  • Doi Number: 10.1016/j.automatica.2014.10.110
  • Journal Name: AUTOMATICA
  • Journal Indexes: Science Citation Index Expanded, Scopus
  • Page Numbers: pp.18-26


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. (C) 2014 Elsevier Ltd. All rights reserved.